Q4407581 (Q4407581): Difference between revisions

@@ Property / author @@
-Jin-Chuan Duan
@@ Property / author: Jin-Chuan Duan / rank @@
-Normal rank
@@ Property / author @@
-Jean-Guy Simonato
@@ Property / author: Jean-Guy Simonato / rank @@
-Normal rank
@@ Property / author @@
+Jin-Chuan Duan
@@ Property / author: Jin-Chuan Duan / rank @@
+Normal rank
@@ Property / author @@
+Jean-Guy Simonato
@@ Property / author: Jean-Guy Simonato / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / Recommended article @@
+American option pricing under GARCH by a Markov chain approximation
+Normal rank
+Similarity Score: 0.90257066Amount 0.90257066
Unit 1
-Amount
+.90257066
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+On a Markov chain approximation method for option pricing with regime switching
+Normal rank
+Similarity Score: 0.8582202Amount 0.8582202
Unit 1
-Amount
+.8582202
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Continuous-time Markov chain and regime switching approximations with applications to options pricing
+Normal rank
+Similarity Score: 0.8568504Amount 0.8568504
Unit 1
-Amount
+.8568504
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions
+Normal rank
+Similarity Score: 0.8447565Amount 0.8447565
Unit 1
-Amount
+.8447565
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Q4380848
@@ Property / Recommended article: Q4380848 / rank @@
+Normal rank
@@ Property / Recommended article: Q4380848 / qualifier @@
+Similarity Score: 0.8428047Amount 0.8428047
Unit 1
-Amount
+.8428047
 Unit
@@ Property / Recommended article: Q4380848 / qualifier @@
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Q3371444
@@ Property / Recommended article: Q3371444 / rank @@
+Normal rank
@@ Property / Recommended article: Q3371444 / qualifier @@
+Similarity Score: 0.83442354Amount 0.83442354
Unit 1
-Amount
+.83442354
 Unit
@@ Property / Recommended article: Q3371444 / qualifier @@
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Option Pricing Under Incompleteness and Stochastic Volatility
+Normal rank
+Similarity Score: 0.8339347Amount 0.8339347
Unit 1
-Amount
+.8339347
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Dynamic Programming Approach for Valuing Options in the GARCH Model
+Normal rank
+Similarity Score: 0.83309Amount 0.83309
Unit 1
-Amount
+.83309
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+A two-state jump model
@@ Property / Recommended article: A two-state jump model / rank @@
+Normal rank
@@ Property / Recommended article: A two-state jump model / qualifier @@
+Similarity Score: 0.8305572Amount 0.8305572
Unit 1
-Amount
+.8305572
 Unit
@@ Property / Recommended article: A two-state jump model / qualifier @@
+Recommender Run: Recommender Run 2
@@ links / mardi / name / links / mardi / name @@
+Publication:4407581