Works matching IS 13872834 AND DT 2015 AND VI 22 AND IP 3
Results: 5
Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method.
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- Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 283, doi. 10.1007/s10690-015-9201-7
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- Article
An Empirical Study of Liquidity and Return Autocorrelations in the Chinese Stock Market.
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- Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 261, doi. 10.1007/s10690-015-9203-5
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- Article
Credit Derivative Evaluation and CVA Under the Benchmark Approach.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 305, doi. 10.1007/s10690-015-9204-4
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- Article
The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 333, doi. 10.1007/s10690-015-9205-3
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- Publication type:
- Article
An FBSDE Approach to American Option Pricing with an Interacting Particle Method.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 239, doi. 10.1007/s10690-014-9195-6
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- Article