Search
Selected: All

Minimax Option Pricing Meets Black-Scholes in the Limit

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Monte Carlo Greeks for financial products via approximative transition densities

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Monte Carlo-based tail exponent estimator

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Multidimensional Quasi-Monte Carlo Malliavin Greeks

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Multilevel Monte Carlo method for jump-diffusion SDEs

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Multiplicative noise, fast convolution, and pricing

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Multivariate GARCH estimation via a Bregman-proximal trust-region method

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

No-arbitrage of second kind in countable markets with proportional transaction costs

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Non-existence of Markovian time dynamics for graphical models of correlated default

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Nonanalytic behaviour in a log-normal Markov functional model

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Nonlinear Fokker-Planck Equation in the Model of Asset Returns

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Numerical integration of Heath-Jarrow-Morton model of interest rates

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Numerical methods for an optimal order execution problem

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Numerical methods for optimal insurance demand under marked point processes shocks

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Numerical methods for the Lévy LIBOR model

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Numerical Solutions of Optimal Risk Control and Dividend Optimization Policies under A Generalized Singular Control Formulation

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

On contingent claims pricing in incomplete markets: A risk sharing approach

Economy – Quantitative Finance – Computational Finance
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0
  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.