ANZ VOLUME 63 ISSUE 2 COVER AND BACK MATTER.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. b1, doi. 10.1017/S144618112100016X
- Publication type:
- Article
Works matching IS 14461811 AND DT 2021 AND VI 63 AND IP 2
Results: 10
1
2
EDITORIAL: SPECIAL ISSUE ON FINANCIAL MATHEMATICS AND QUANTITATIVE FINANCE.
- Published in:
- 2021
- By:
- Publication type:
- Editorial
3
ON OPTIMAL THRESHOLDS FOR PAIRS TRADING IN A ONE-DIMENSIONAL DIFFUSION MODEL.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. 104, doi. 10.1017/S1446181121000298
- By:
- Publication type:
- Article
4
SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. 228, doi. 10.1017/S1446181121000286
- By:
- Publication type:
- Article
5
ANZ VOLUME 63 ISSUE 2 COVER AND FRONT MATTER.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. f1, doi. 10.1017/S1446181121000158
- Publication type:
- Article
6
AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. 143, doi. 10.1017/S1446181121000274
- By:
- Publication type:
- Article
7
LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. 203, doi. 10.1017/S1446181121000237
- By:
- Publication type:
- Article
8
AN ANALYTICAL OPTION PRICING FORMULA FOR MEAN-REVERTING ASSET WITH TIME-DEPENDENT PARAMETER.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. 178, doi. 10.1017/S1446181121000262
- By:
- Publication type:
- Article
9
FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. 163, doi. 10.1017/S1446181121000250
- By:
- Publication type:
- Article
10
PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS.
- Published in:
- ANZIAM Journal, 2021, v. 63, n. 2, p. 249, doi. 10.1017/S1446181121000249
- By:
- Publication type:
- Article