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Simulating theta and gamma of...
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121
Simulation
techniques in financial risk management
Chan, Ngai Hang
;
Wong, Hoi Ying
;
Wong, Hoi-Ying
-
2006
Persistent link: https://www.econbiz.de/10003148595
Saved in:
122
Tools for computational finance
Seydel, Rüdiger
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001786474
Saved in:
123
Quantitative finance : a simuation based introduction using Excel
Davison, Matt
-
2014
Teach Your Students How to Become Successful Working QuantsQuantitative Finance: A
Simulation
-Based Introduction Using … cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel
simulation
and …
Persistent link: https://www.econbiz.de/10010220308
Saved in:
124
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
125
Efficient
simulation
of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
126
Tools for computational finance
Seydel, Rüdiger
-
2017
-
Sixth edition
Persistent link: https://www.econbiz.de/10011665746
Saved in:
127
Uncovering the distribution of option implied risk aversion
Kyriacou, Maria
;
Olmo, Jose
;
Strittmatter, Marius
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 81-104
Persistent link: https://www.econbiz.de/10012116675
Saved in:
128
Calibration and
simulation
of arbitrage effects in a non-equilibrium quantum black-scholes model by using semi-classical methods
Contreras, Mauricio
;
Pellicer, Rely
;
Santiagos, Daniel
; …
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 541-561
Persistent link: https://www.econbiz.de/10011656953
Saved in:
129
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
Saved in:
130
Path-wise Monte Carlo
simulation
for Greeks of worst-of-all autocallables under multi-variate Black-Scholes model
Hu, Xiaobo
;
Xue, Jungong
;
Yu, Xiandi
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1693-1716
Persistent link: https://www.econbiz.de/10013367941
Saved in:
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