Pages that link to "Item:Q3631182"
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The following pages link to Special Volume: Mathematical Modeling and Numerical Methods in Finance (Q3631182):
Displayed 18 items.
- Model Risk in Finance: Some Modeling and Numerical Analysis Issues (Q3631183) (← links)
- Robust Preferences and Robust Portfolio Choice (Q3631184) (← links)
- Stochastic Portfolio Theory: an Overview (Q3631185) (← links)
- Asymmetric Variance Reduction for Pricing American Options (Q3631186) (← links)
- Downside and Drawdown Risk Characteristics of Optimal Portfolios in Continuous Time (Q3631187) (← links)
- Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance (Q3631188) (← links)
- Malliavin Calculus for Pure Jump Processes and Applications to Finance (Q3631189) (← links)
- On the Discrete Time Capital Asset Pricing Model (Q3631190) (← links)
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192) (← links)
- Recombining Binomial Tree Approximations for Diffusions (Q3631193) (← links)
- Partial Differential Equations for Option Pricing (Q3631194) (← links)
- Advanced Monte Carlo Methods for Barrier and Related Exotic Options (Q3631195) (← links)
- Real Options (Q3631196) (← links)
- Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading (Q3631197) (← links)
- Optimal Quantization for Finance: From Random Vectors to Stochastic Processes (Q3631198) (← links)
- Analytical Approximate Solutions to American Barrier and Lookback Option Values (Q3631200) (← links)
- Asset Prices With Regime-Switching Variance Gamma Dynamics (Q3631201) (← links)
- Stochastic Clock and Financial Markets (Q5902041) (← links)