The following pages link to (Q4527711):
Displaying 13 items.
- Potential functions and the characterization of economics-based information (Q892939) (← links)
- Adaptive \(\theta \)-methods for pricing American options (Q952094) (← links)
- Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts (Q1044195) (← links)
- Emergence of fuzzy preferences for risk in a Birkhoff-von Neumann logics environment (Q1780568) (← links)
- A stochastic approach to risk management for prostate cancer patients on active surveillance (Q1786034) (← links)
- The use of action functionals within the quantum-like paradigm (Q2409685) (← links)
- The variation of financial arbitrage via the use of an information wave function (Q2426172) (← links)
- MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS (Q3502978) (← links)
- Computing optimal rebalance frequency for log-optimal portfolios in linear time (Q4683073) (← links)
- Computing optimal rebalance frequency for log-optimal portfolios (Q5245907) (← links)
- (Q5297852) (← links)
- Rational Krylov methods in exponential integrators for European option pricing (Q5502425) (← links)
- A streamlined derivation of the Black-Scholes option pricing formula (Q5756385) (← links)
