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Pricing options, forwards and futures using fuzzy set theory
Buckley, James J.; Eslami, Esfandiar - In: Fuzzy engineering economics with applications, (pp. 339-357). 2008
Persistent link: https://www.econbiz.de/10003755117
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Laplace transforms and the American call option
Alobaidi, Ghada; Mallier, Roland - In: Mathematical control theory and finance, (pp. 15-27). 2008
Persistent link: https://www.econbiz.de/10003755551
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Pricing of defaultable securities under stochastic interest
Kordzakhia, Nino; Novikov, Alexander - In: Mathematical control theory and finance, (pp. 251-263). 2008
Persistent link: https://www.econbiz.de/10003755613
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Spline cubatures for expectations of diffusion processes and optimal stopping in higher dimensions : (with computational finance in view)
Lyasoff, Andrew - In: Mathematical control theory and finance, (pp. 265-291). 2008
Persistent link: https://www.econbiz.de/10003755614
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A valuation framework for selecting option strategies
Clarke, Roger G.; DeSilva, Harindra; McMurran, Greg M. - 2008
Persistent link: https://www.econbiz.de/10003765043
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Pricing CDOs with a smile : the local correlation model
Turc, Julien; Very, Philippe - In: Frontiers in quantitative finance : volatility and …, (pp. 235-250). 2009
Persistent link: https://www.econbiz.de/10003787606
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A new tempered stable distribution and its application to finance
Kim, Young Shin; Račev, Svetlozar T.; Bianchi, Michele … - In: Risk assessment : decisions in banking and finance, (pp. 77-109). 2008
Persistent link: https://www.econbiz.de/10003781614
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Optimal hedging with basis risk
Davis, Mark H. A. - In: From stochastic calculus to mathematical finance : the …, (pp. 169-187). 2006
Persistent link: https://www.econbiz.de/10003287153
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A note on pricing, duality and symmetry for two-dimensional lévy markets
Fajadro, José; Mordecki, Ernesto - In: From stochastic calculus to mathematical finance : the …, (pp. 249-256). 2006
Persistent link: https://www.econbiz.de/10003287162
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Enlargement of filtration and additional information in pricing models : Bayesian approach
Gasbarra, Dario; Valkeila, Esko; Vostrikova, Lioudmilla - In: From stochastic calculus to mathematical finance : the …, (pp. 257-285). 2006
Persistent link: https://www.econbiz.de/10003287165