Found: 14
Select item for more details and to access through your institution.
Feature generation and contribution comparison for electronic fraud detection.
- Published in:
- Scientific Reports, 2022, v. 12, n. 1, p. 1, doi. 10.1038/s41598-022-22130-2
- By:
- Publication type:
- Article
An exact subexponential-time lattice algorithm for Asian options.
- Published in:
- Acta Informatica, 2007, v. 44, n. 1, p. 23, doi. 10.1007/s00236-006-0033-9
- By:
- Publication type:
- Article
Efficient and Robust Combinatorial Option Pricing Algorithms on the Trinomial Lattice for Polynomial and Barrier Options.
- Published in:
- Mathematical Problems in Engineering, 2022, p. 1, doi. 10.1155/2022/5843491
- By:
- Publication type:
- Article
Adaptive placement method on pricing arithmetic average options.
- Published in:
- Review of Derivatives Research, 2008, v. 11, n. 1/2, p. 83, doi. 10.1007/s11147-008-9025-y
- By:
- Publication type:
- Article
A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 9, p. 795, doi. 10.1002/fut.21565
- By:
- Publication type:
- Article
Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading.
- Published in:
- Review of Quantitative Finance & Accounting, 2024, v. 63, n. 4, p. 1391, doi. 10.1007/s11156-024-01293-1
- By:
- Publication type:
- Article
Analytical pricing formulae for vulnerable vanilla and barrier options.
- Published in:
- Review of Quantitative Finance & Accounting, 2022, v. 58, n. 1, p. 137, doi. 10.1007/s11156-021-00990-5
- By:
- Publication type:
- Article
Outperformance Certificates: analysis, pricing, interpretation, and performance.
- Published in:
- Review of Quantitative Finance & Accounting, 2013, v. 40, n. 4, p. 691, doi. 10.1007/s11156-012-0294-z
- By:
- Publication type:
- Article
The Bino-Trinomial Tree: A Simple Model for Efficient and Accurate Option Pricing.
- Published in:
- Journal of Derivatives, 2010, v. 17, n. 4, p. 7, doi. 10.3905/jod.2010.17.4.007
- By:
- Publication type:
- Article
Structural break-aware pairs trading strategy using deep reinforcement learning.
- Published in:
- Journal of Supercomputing, 2022, v. 78, n. 3, p. 3843, doi. 10.1007/s11227-021-04013-x
- By:
- Publication type:
- Article
A stochastic‐volatility equity‐price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first‐passage default model.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2103, doi. 10.1002/fut.22370
- By:
- Publication type:
- Article
Analyzing interactive call, default, and conversion policies for corporate bonds.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 8, p. 1597, doi. 10.1002/fut.22359
- By:
- Publication type:
- Article
A Reliable Fingerprint Orientation Estimation Algorithm.
- Published in:
- Journal of Information Science & Engineering, 2011, v. 27, n. 1, p. 353
- By:
- Publication type:
- Article
Recap of the 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.
- Published in:
- Review of Pacific Basin Financial Markets & Policies, 2017, v. 20, n. 1, p. -1, doi. 10.1142/S0219091517500072
- By:
- Publication type:
- Article