Pages that link to "Item:Q2473570"
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The following pages link to Implementing models in quantitative finance: methods and cases (Q2473570):
Displaying 26 items.
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380) (← links)
- Pricing American bond options using a penalty method (Q445080) (← links)
- Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
- Option pricing, maturity randomization and distributed computing (Q991134) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- A multi agent model for the limit order book dynamics (Q1938091) (← links)
- Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
- On pricing options with stressed-beta in a reduced form model (Q2353840) (← links)
- Modeling functional data: a test procedure (Q2418049) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
- Efficient pricing of Bermudan options using recombining quadratures (Q2517493) (← links)
- The concavity of the payoff function of a swing option in a binomial model (Q2786946) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models (Q3459711) (← links)
- Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results (Q4561946) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)
- SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL (Q6095474) (← links)
- Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness (Q6156607) (← links)
- Fractality of profit landscapes and validation of time series models for stock prices (Q6176837) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)
