Pages that link to "Item:Q2734511"
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The following pages link to Option pricing, interest rates and risk management (Q2734511):
Displaying 15 items.
- Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- New methods in fixed income modeling. Fixed income modeling (Q1794769) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Credit, funding, margin, and capital valuation adjustments for bilateral portfolios (Q2296097) (← links)
- A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
- Quantitative analysis in financial markets. Collected papers of the New York Universiity Mathematical Finance Seminar (Q2703781) (← links)
- Interest rate risk measurement and management (Q2756621) (← links)
- Stochastic finite element methods for partial differential equations with random input data (Q4683917) (← links)
- (Q4792978) (← links)
- Optimal Hedging in Incomplete Markets (Q4994350) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- (Q5226691) (← links)
