Entity usage
From MaRDI portal
This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.
Showing below up to 26 results in range #1 to #26.
- R as a Tool in Computational Finance: Label: en
- MATLAB® as a Tool in Computational Finance: Label: en
- Introduction to Support Vector Machines and Their Applications in Bankruptcy Prognosis: Label: en
- Portfolio Optimization: Label: en
- Computational Issues in Stress Testing: Label: en
- Approximation of Dynamic Programs: Label: en
- Dynamic Programming and Hedging Strategies in Discrete Time: Label: en
- Efficient Options Pricing Using the Fast Fourier Transform: Label: en
- Lattice Approach and Implied Trees: Label: en
- Numerical Solution of Stochastic Differential Equations in Finance: Label: en
- Numerical Methods for Nonlinear PDEs in Finance: Label: en
- Fitting High-Dimensional Copulae to Data: Label: en
- Simulation-Based Estimation Methods for Financial Time Series Models: Label: en
- Identifying Jumps in Asset Prices: Label: en
- Volatility Estimation Based on High-Frequency Data: Label: en
- Value at Risk Estimation: Label: en
- Parametric Estimation of Risk Neutral Density Functions: Label: en
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions: Label: en
- Volatility Investing with Variance Swaps: Label: en
- Interest Rate Derivatives Pricing with Volatility Smile: Label: en
- Option Data and Modeling BSM Implied Volatility: Label: en
- Multivariate Time Series Models for Asset Prices: Label: en
- Jump-Diffusion Models Driven by Lévy Processes: Label: en
- Diffusion Models of Asset Prices: Label: en
- Modeling Asset Prices: Label: en
- Computational Finance: An Introduction: Label: en
