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Handbook of financial time series
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Advanced mathematical methods for finance
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Forecasting volatility in the financial markets
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Applied quantitative finance
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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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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Mathematical modeling and numerical methods in finance : special volume
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Valuation, financial modeling, and quantitative tools
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Macroeconomic volatility, institutions and financial architectures : the developing world experience
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Options : classic approaches to pricing and modelling
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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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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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Numerical methods in finance
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Numerical methods in finance : Bordeaux, June 2010
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Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
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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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Emerging markets and the global economy
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Financial derivatives : pricing and risk management
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Managing economic volatility and crises : a practitioner's guide
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Mathematical control theory and finance
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Nonlinear models in mathematical finance : new research trends in option pricing
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Stochastic optimization: theory and applications
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Agricultural markets instability : revisiting the recent food crises
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Computational methods in decision-making, economics and finance
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Handbook of the equity risk premium
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Optimization under uncertainty ; Vol. 1
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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Advances of OR in commodities and financial modeling
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Application of operations research to financial markets
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Financial modeling and risk management of energy and environmental instruments and derivates
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Handbook of heavy tailed distributions in finance
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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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Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
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Operations research proceedings 2008 : selected papers of the annual international conference of the German Operations Research Society (GOR) University of Augsburg, September 3 - 5, 2008
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Probleme der unvollkommenen Konkurrenz
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1
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
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2
A simple efficient moment-based estimator for the stochastic
volatility
model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
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3
Joint tails impact in stochastic
volatility
portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
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4
Analytical approximation of pricing average options under the Heston model
Yamazaki, Akira
- In:
Recent advances in financial engineering 2011: …
,
(pp. 203-220)
.
2012
Persistent link: https://www.econbiz.de/10009573427
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5
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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6
Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
Financial engineering
,
(pp. 565-591)
.
2008
Persistent link: https://www.econbiz.de/10003567751
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7
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
Saved in:
8
On
volatility
smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Bellalah, Mondher
- In:
International financial systems and stock volatility : …
,
(pp. 271-297)
.
2002
Persistent link: https://www.econbiz.de/10001783003
Saved in:
9
Bayesian inference for a periodic stochastic
volatility
model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
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10
Hidden Markov models : financial modelling and applications
Mitra, Sovan
- In:
Computational intelligence techniques for trading and …
,
(pp. 43-65)
.
2014
Persistent link: https://www.econbiz.de/10010341930
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