The following pages link to Computational Science - ICCS 2004 (Q5712715):
Displaying 4 items.
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- Malliavin calculus in construction of hedging portfolio for the Heston model of a financial market (Q2732368) (← links)
- (Q4486942) (← links)
- Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets (Q5301477) (← links)