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THE MINIMAL κ-ENTROPY MARTINGALE MEASURE.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 5, p. -1, doi. 10.1142/S0219024912500380
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- Article
EXACT SIMULATION OF THE 3/2 MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 5, p. -1, doi. 10.1142/S021902491250032X
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- Publication type:
- Article
ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 5, p. -1, doi. 10.1142/S0219024912500331
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- Article
ANALYTICAL APPROXIMATION FOR NON-LINEAR FBSDEs WITH PERTURBATION SCHEME.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 5, p. -1, doi. 10.1142/S0219024912500343
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- Article
DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 5, p. -1, doi. 10.1142/S0219024912500355
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- Article
STOCHASTIC DOMINANCE: CONVEXITY AND SOME EFFICIENCY TESTS.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 5, p. -1, doi. 10.1142/S0219024912500367
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- Article
FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 5, p. -1, doi. 10.1142/S0219024912500379
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- Article