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Option pricing theory
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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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71
Non-Linear interactions and exchange rate prediction : empirical evidence using support vector regression
Peng, Yaohao
;
Albuquerque, Pedro H.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10012210260
Saved in:
72
Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures
Lyons, Terry
;
Nejad, Sina
;
Arribas, Imanol Perez
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 583-597
Persistent link: https://www.econbiz.de/10012210427
Saved in:
73
On Carr and Lee's correlation immunization strategy
LIn, Jimin
;
Lorig, Matthew
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10012210265
Saved in:
74
Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
Saved in:
75
Polynomial processes for power prices
Ware, Tony
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 453-474
Persistent link: https://www.econbiz.de/10012210415
Saved in:
76
Portfolio optimization for credit-risky assets under Marshall–Olkin dependence
Mai, Jan-Frederik
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 598-618
Persistent link: https://www.econbiz.de/10012210432
Saved in:
77
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
78
Structural electricity models and asymptotically normal estimators to quantify parameter risk
Harms, Cord
;
Kiesel, Rüdiger
- In:
Applied mathematical finance
26
(
2019
)
5
,
pp. 475-522
Persistent link: https://www.econbiz.de/10012210416
Saved in:
79
Approximation of non-Lipschitz SDEs by Picard iterations
Baptiste, Julien
;
Grepat, Julien
;
Lepinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 148-179
Persistent link: https://www.econbiz.de/10011959124
Saved in:
80
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
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