The following pages link to A Course in Financial Calculus (Q3149634):
Displaying 34 items.
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193) (← links)
- Development of modified geometric Brownian motion models by using stock price data and basic statistics (Q419908) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- The expressivity of autosegmental grammars (Q667923) (← links)
- Option pricing on multiple assets (Q852003) (← links)
- Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts (Q1044195) (← links)
- Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus (Q1645191) (← links)
- Capacity optimization under uncertainty: the impact of operational time lags (Q1683093) (← links)
- On some claims related to Choquet integral risk measures (Q1761861) (← links)
- Emergence of fuzzy preferences for risk in a Birkhoff-von Neumann logics environment (Q1780568) (← links)
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997) (← links)
- A stochastic differential equation code for multidimensional Fokker-Planck type problems (Q1948850) (← links)
- A jump-diffusion model for pricing electricity under price-cap regulation (Q2179029) (← links)
- Multifractal detrended fluctuation analysis: practical applications to financial time series (Q2228812) (← links)
- Portfolio theory, risk management and the evaluation of derivatives (Q2276044) (← links)
- Hitting time and convergence rate bounds for symmetric Langevin diffusions (Q2283681) (← links)
- Stochastic differential equations with imprecisely defined parameters in market analysis (Q2318603) (← links)
- Asymptotic exponential arbitrage in the Schwartz commodity futures model (Q2330297) (← links)
- The use of action functionals within the quantum-like paradigm (Q2409685) (← links)
- The variation of financial arbitrage via the use of an information wave function (Q2426172) (← links)
- Leveraged Lévy processes as models for stock prices (Q2786277) (← links)
- COMPUTING ANTICIPATORY PROPERTY IN STOCHASTIC DIFFERENTIAL SYSTEMS (Q3375360) (← links)
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368) (← links)
- An Asymptotic Method to a Financial Optimization Problem (Q3401709) (← links)
- Quantile mechanics (Q3503193) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- On Modeling of Uncertainty in Behavioral Economics (Q5015910) (← links)
- Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial (Q6087659) (← links)
- (Q6122009) (← links)
- An algorithm to estimate parameter in Müntz-Legendre polynomial approximation for the numerical solution of stochastic fractional integro-differential equation (Q6138370) (← links)
- Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)
- Derivatives on nonstorable renewable resources: fish futures and options, not so fishy after all (Q6551688) (← links)
- Valuation of a financial claim contingent on the outcome of a quantum measurement (Q6572810) (← links)
- RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
