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LP valuation of exotic America...
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Dempster, Michael A. H.
63
Richards, Donald G.
49
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42
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19
Hutton, John P.
16
Evstigneev, Igor V.
13
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11
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10
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9
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9
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9
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8
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5
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5
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4
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3
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3
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3
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2
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2
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2
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2
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ECONIS (ZBW)
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31
Stochastic modelling and optimization using stochastics TM
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777019
Saved in:
32
An automated FX trading system using adaptive reinforcement learning
Dempster, Michael A. H.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002742353
Saved in:
33
Designing minimum guaranteed return funds
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
-
2004
Persistent link: https://www.econbiz.de/10002742367
Saved in:
34
Can channel pattern trading be profitably automated?
Dempster, Michael A. H.
;
Jones, Charles M.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 275-301
Persistent link: https://www.econbiz.de/10001704469
Saved in:
35
Dynamic portfolio replication using stochastic programming
Dempster, Michael A. H.
;
Thompson, G. W. P.
- In:
Risk management : value at risk and beyond
,
(pp. 100-128)
.
2002
Persistent link: https://www.econbiz.de/10001689194
Saved in:
36
Risk management : value at risk and beyond
Dempster, Michael A. H.
(
ed.
)
-
2002
-
1. publ.
Persistent link: https://www.econbiz.de/10001608351
Saved in:
37
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:
38
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
Saved in:
39
Spread option valuation and the fast Fourier transform
Dempster, Michael A. H.
;
Hong, S. S. G.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 203-220)
.
2002
Persistent link: https://www.econbiz.de/10001679445
Saved in:
40
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:
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