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LP valuation of exotic America...
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Theorie
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Dempster, Michael A. H.
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Pricing American options fitting the smile
Dempster, Michael A. H.
;
Richards, Donald G.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10002177386
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2
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H.
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
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3
Pricing American stock options by linear programming
Dempster, Michael A. H.
;
Hutton, J. P.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
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4
Balanced states in stochastic economies with locally interacting agents
Dempster, Michael A. H.
;
Evstigneev, Igor V.
;
Pirogov, S. A.
-
1996
Persistent link: https://www.econbiz.de/10000937678
Saved in:
5
Turnpike theorems for stochastic equilibria on graphs
Dempster, Michael A. H.
- In:
Selected papers of the Symposium on Operations Research …
,
(pp. 241-245)
.
1996
Persistent link: https://www.econbiz.de/10001318170
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6
Intraday FX trading : an evolutionary reinforcement learning approach
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736164
Saved in:
7
Exponential growth of fixed-mix strategies in stationary asset markets
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736256
Saved in:
8
Structured products for pension funds
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776992
Saved in:
9
Portfolio management for pension funds
Arbeleche, S.
;
Dempster, Michael A. H.
;
Medova, E. A.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776995
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10
Evolutionary reinforcement learning in FX order book and order flow analysis
Bates, R. G.
;
Dempster, Michael A. H.
;
Medova, E. A.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776997
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