scientific article; zbMATH DE number 6304887
From MaRDI portal
Publication:4979128
zbMath1294.91003MaRDI QIDQ4979128
Publication date: 17 June 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Credit risk (91G40)
Related Items (11)
Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes ⋮ Second order Riesz transforms on multiply-connected Lie groups and processes with jumps ⋮ Derivation of wealth distributions from biased exchange of money ⋮ A generalized stochastic process: fractional \(G\)-Brownian motion ⋮ Various Sharp Estimates for Semi-discrete Riesz Transforms of the Second Order ⋮ Path dependent optimal transport and model calibration on exotic derivatives ⋮ Discrete Hilbert transform à la Gundy–Varopoulos ⋮ On modifications of the Bachelier model ⋮ Deterministic versus stochastic consensus dynamics on graphs ⋮ Bachelier model with stopping time and its insurance application ⋮ On the practical point of view of option pricing
This page was built for publication: