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~isPartOf:"Journal of Risk and Financial Management"
~person:"Auerbach, Alan J."
~person:"McAleer, Michael"
~person:"Miao, Daniel Wei-Chung"
~subject:"Steuertheorie"
~subject:"finance"
~subject:"supply chain finance"
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Auerbach, Alan J.
McAleer, Michael
Miao, Daniel Wei-Chung
Wong, Wing Keung
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Journal of Risk and Financial Management
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11
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Big data, computational science, economics,
finance
, marketing, management, and psychology: Connections
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Journal of Risk and Financial Management
11
(
2018
)
1
,
pp. 1-29
The paper provides a review of the literature that connects Big Data, Computational Science, Economics,
Finance
…
Persistent link: https://www.econbiz.de/10012611003
Saved in:
2
Review papers for journal of risk and financial management (JRFM)
McAleer, Michael
- In:
Journal of Risk and Financial Management
13
(
2020
)
8
,
pp. 1-18
,
finance
, marketing, management and psychology, factors, outcome, and the solutions of supply chain
finance
, with a review and …
Persistent link: https://www.econbiz.de/10012611387
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3
How much do negative probabilities matter in option pricing? A case of a lattice-based approach for stochastic volatility models
Tseng, Chung-Li
;
Miao, Daniel Wei-Chung
;
Chung, San-Lin
; …
- In:
Journal of Risk and Financial Management
14
(
2021
)
6
,
pp. 1-32
In this paper, we focus on two-factor lattices for general diffusion processes with state-dependent volatilities. Although it is common knowledge that branching probabilities must be between zero and one in a lattice, few methods can guarantee lattice feasibility, referring to the property that...
Persistent link: https://www.econbiz.de/10012611798
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