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A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.; Hambly, Ben - In: Mathematical methods of operations research 71 (2010) 3, pp. 503-533
Persistent link: https://www.econbiz.de/10003990392
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The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben; Vaicenavicius, Juozas - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
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Monte Carlo method for the valuation of multiple-exercise options
Meinshausen, Nicolai; Hambly, Ben - In: Mathematical finance : an international journal of … 14 (2004) 4, pp. 557-583
Persistent link: https://www.econbiz.de/10002396369
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Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben; Kolliopoulos, Nikolaos - In: Finance and stochastics 24 (2020) 3, pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
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Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models
Hambly, Ben; Kalsi, Jasdeep; Newbury, James - In: Applied mathematical finance 27 (2020) 1/2, pp. 132-170
Persistent link: https://www.econbiz.de/10012254111
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An SPDE model for systemic risk with endogenous contagion
Hambly, Ben; Søjmark, Andreas - In: Finance and stochastics 23 (2019) 3, pp. 535-594
Persistent link: https://www.econbiz.de/10012023755
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A szervezett sokféleség : evolúcióelmélet, hálózatelemzés és a posztszocialista átalakulás
Grabher, Gernot - In: Közgazdasági szemle : a magyar Tudományos Akadémia … 43 (1996) 9, pp. 745-769
Persistent link: https://www.econbiz.de/10001219905
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Observational learning in networks of competition : how structures of attention among rivals can bring interpretive advantage
Prato, Matteo; Stark, David - In: Organization studies : an international … 44 (2023) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10014245181