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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Numerical methods in finance : Bordeaux, June 2010
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Coping with uncertainty : modeling and policy issues
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Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]
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1
Option pricing with regularized fractional Brownian motions
Aldabe, F.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 379-397)
.
1997
Persistent link: https://www.econbiz.de/10001298418
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2
Option pricing applications of quadratic volatility models
Appadoo, Srimantoorao S.
;
Thavaneswaran, Aerambamoorthy
; …
- In:
Microecononometrics : methods and applications
,
(pp. 225-243)
.
2016
Persistent link: https://www.econbiz.de/10011520270
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3
Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A.
- In:
The handbook of post crisis financial modelling
,
(pp. 168-189)
.
2016
Persistent link: https://www.econbiz.de/10011475750
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4
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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5
High-frequency analysis of the carbon market: jumps, causes, and implications
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 116-153)
.
2016
Persistent link: https://www.econbiz.de/10011646906
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6
Pricing an American call under stochastic volatility and interest rates
Kang, Boda
;
Meyer, Gunter H.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 291-314)
.
2014
Persistent link: https://www.econbiz.de/10011286580
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7
Quantization meets Fourier : a new technology for pricing options
Callegaro, Giorgia
;
Fiorin, Lucio
;
Grasselli, Martino
- In:
Application of operations research to financial markets
,
(pp. 59-86)
.
2019
Persistent link: https://www.econbiz.de/10012157344
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8
Hilbert transform, spectral filters and option pricingh
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
Application of operations research to financial markets
,
(pp. 273-298)
.
2019
Persistent link: https://www.econbiz.de/10012157552
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9
Sensitivity analysis and hedging in stochastic string models
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 151-167)
.
2018
Persistent link: https://www.econbiz.de/10012011646
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10
Hedging Asian bond options with Malliavin calculus under stochastic string models
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 169-180)
.
2018
Persistent link: https://www.econbiz.de/10012011647
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