AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 269, doi. 10.1017/S1446181115000267
- By:
- Publication type:
- Article
Works matching IS 14461811 AND DT 2016 AND VI 57 AND IP 3
Results: 13
1
2
EDITORIAL: STOCHASTIC AND COMPUTATIONAL METHODS IN FINANCE.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 205, doi. 10.1017/S1446181115000462
- By:
- Publication type:
- Article
3
ANZ VOLUME 57 ISSUE 3 COVER AND BACK MATTER.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. b1, doi. 10.1017/S1446181115000346
- Publication type:
- Article
4
SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 339, doi. 10.1017/S1446181115000279
- By:
- Publication type:
- Article
5
APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 222, doi. 10.1017/S1446181115000450
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- Publication type:
- Article
6
CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 207, doi. 10.1017/S1446181115000449
- By:
- Publication type:
- Article
7
ANZ VOLUME 57 ISSUE 3 COVER AND FRONT MATTER.
- Published in:
- 2016
- Publication type:
- Bibliography
8
OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 352, doi. 10.1017/S1446181115000280
- By:
- Publication type:
- Article
9
A LOGNORMAL MODEL FOR DEMAND FORECASTING IN THE NATIONAL ELECTRICITY MARKET.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 369, doi. 10.1017/S1446181115000322
- By:
- Publication type:
- Article
10
HISTORICAL BACKTESTING OF LOCAL VOLATILITY MODEL USING AUD/USD VANILLA OPTIONS.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 319, doi. 10.1017/S1446181115000310
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- Publication type:
- Article
11
A NOVEL ANALYTICAL APPROACH FOR PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 244, doi. 10.1017/S1446181115000309
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- Publication type:
- Article
12
SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 280, doi. 10.1017/S1446181115000292
- By:
- Publication type:
- Article
13
BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS.
- Published in:
- ANZIAM Journal, 2016, v. 57, n. 3, p. 299, doi. 10.1017/S1446181115000231
- By:
- Publication type:
- Article