The following pages link to (Q3102233):
Displaying 11 items.
- Computational finance. A scientific perspective (Q2701762) (← links)
- STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS (Q3005959) (← links)
- Computational Finance: An Introduction (Q3112451) (← links)
- Applied Quantitative Finance (Q3526096) (← links)
- (Q4356472) (← links)
- (Q4680830) (← links)
- A robust nonstandard finite difference scheme for pricing real estate index options (Q4963880) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- PRICING OF FIRST TOUCH DIGITALS UNDER NORMAL INVERSE GAUSSIAN PROCESSES (Q5487831) (← links)
- Bayesian uncertainty quantification of local volatility model (Q6108893) (← links)