Stochastic Calculus of Standard Deviations : An Introduction
Year of publication: |
2013
|
---|---|
Authors: | Amin, Ahsan |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Finanzmathematik | Mathematical finance |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 9, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2337982 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Fries, Christian P., (2018)
-
R-Minimizing Hedging in an Incomplete Market : Malliavin Calculus Approach
Xiao, Yajun, (2011)
-
A Mixture of Gaussians Approach to Mathematical Portfolio Oversight : The EF3M Algorithm
Lopez de Prado, Marcos, (2013)
- More ...
-
Calibration, simulation and hedging in a Heston libor market model with stochastic basis
Amin, Ahsan, (2013)
-
Hybrid Equity, FX, and Interest Rate Models with Stochastic Volatility and Jump Diffusion
Amin, Ahsan, (2011)
-
Calibration, Simulation and Hedging in a Heston Libor Market Model with Stochastic Basis
Amin, Ahsan, (2010)
- More ...