Pages that link to "Item:Q2473570"
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The following pages link to Implementing models in quantitative finance: methods and cases (Q2473570):
Displayed 13 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)
- Full and fast calibration of the Heston stochastic volatility model (Q1694942) (← links)
- A multi agent model for the limit order book dynamics (Q1938091) (← links)
- On pricing options with stressed-beta in a reduced form model (Q2353840) (← 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)
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)