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Continuous-time models
Shreve, Steven E. - 2004
Persistent link: https://www.econbiz.de/10002134250
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Stochastic calculus for finance
Shreve, Steven E. - 2004
Persistent link: https://www.econbiz.de/10001782371
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Sensitivity analysis for marked Hawkes processes : application to CLO pricing
Bernis, Guillaume; Salhi, Kaouther; Scotti, Simone - In: Mathematics and financial economics 12 (2018) 4, pp. 541-559
Persistent link: https://www.econbiz.de/10011963880
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Simulating normal rectangle probabilities and their derivatives : the effects of vectorization
Hajivassiliou, Vassilis Argyrou - 1993
Persistent link: https://www.econbiz.de/10000883179
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Options négociables et mouvement Brownien géométrique
Pinhas, Max - 1988
Persistent link: https://www.econbiz.de/10000890321
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Martingales and arbitrage in securities markets : a survey of the background
Walsh, David M. - 1993
Persistent link: https://www.econbiz.de/10000857337
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Asymptotic formulas for the derivates of probability functions and their Monte Carlo estimations
Garnier, Josselin; Omrane, Abdennebi; Rouchdy, Youssef - In: European journal of operational research : EJOR 198 (2009) 3, pp. 848-858
Persistent link: https://www.econbiz.de/10003857819
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Inferring risk-averse probability distributions from option prices using implied binomial trees
Arnold, Tom; Crack, Timothy Falcon; Schwartz, Adam - In: Financial econometrics modeling : derivatives pricing, …, (pp. 35-52). 2011
Persistent link: https://www.econbiz.de/10008988015
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Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de; Noss, Joseph - 2012
Persistent link: https://www.econbiz.de/10009559811
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Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
Ando, Tomohiro - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 454-465
Persistent link: https://www.econbiz.de/10010251681