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Option pricing theory
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Atkinson, Colin
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Applied mathematical finance
The economist
81,930
Wirtschaftswoche : Pflichtblatt der Wertpapierbörse in Frankfurt und Düsseldorf
53,353
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39,064
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ECONIS (ZBW)
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61
A copula-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo
;
Petroni, Filippo
;
Regnalt, Philippe
; …
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
Saved in:
62
Deep reinforcement learning for market making in corporate bonds : beating the curse of dimensionality
Guéant, Olivier
;
Manziuk, Iuliia
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 387-452
Persistent link: https://www.econbiz.de/10012210413
Saved in:
63
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
Saved in:
64
Generalised lyapunov functions and functionally generated trading strategies
Ruf, Johannes
;
Xie, Kangjianan
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 293-327
Persistent link: https://www.econbiz.de/10012210315
Saved in:
65
Hedging the risk of delayed data in defaultable markets
Okhrati, Ramin
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 101-130
Persistent link: https://www.econbiz.de/10012210262
Saved in:
66
High-dimensional statistical arbitrage with factor models and stochastic control
Guijarro-Ordonez, Jorge
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10012210319
Saved in:
67
Higher-order discretization methods of forward-backward SDEs using KLNV-scheme and their applications to XVA pricing
Ninomiya, Syoiti
;
Shinozaki, Yuji
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 257-292
Persistent link: https://www.econbiz.de/10012210291
Saved in:
68
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
Saved in:
69
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Saved in:
70
Network effects in default clustering for large systems
Spiliopoulos, Konstantinos
;
Yang, Jia
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 523-582
Persistent link: https://www.econbiz.de/10012210422
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