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Finanzderivate mit MATLAB : mathematische Modellierung und numerische Simulation
Günther, Michael; Jüngel, Ansgar - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001768648
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On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel; Navas, Javier F. - In: Review of derivatives research 6 (2003) 2, pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
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On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
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A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato; Li, Kai - In: Journal of empirical finance 10 (2003) 3, pp. 355-371
Persistent link: https://www.econbiz.de/10001752108
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A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato (contributor); Li, Kai (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756567
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Sensitivity Analysis of Portfolio Credit Derivatives by Conditional Monte Carlo Simulation
Lei, Lei - 2019
times. Simulation experiments demonstrate the advantages of the proposed derivative estimator over other methods …
Persistent link: https://www.econbiz.de/10012868440
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Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka; Mashele, Phillip; Ehrhardt, Matthias - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
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Spatial-temporal modelling of temperature for pricing temperature index insurance
Che Mohd Imran Che Taib; Darus, Mukminah - In: Asia-Pacific financial markets 26 (2019) 1, pp. 87-106
Persistent link: https://www.econbiz.de/10012308013
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Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien; Labart, Celine; Lelong, Jerome - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
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A comparative study of pricing approaches for longevity instruments
Leung, Melvern; Fung, Man Chung; O'Hare, Colin - In: Insurance / Mathematics & economics 82 (2018), pp. 95-116
Persistent link: https://www.econbiz.de/10011929842