Pages that link to "Item:Q4946438"
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The following pages link to The use, misuse and abuse of mathematics in finance (Q4946438):
Displaying 7 items.
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
- Pricing options with Green's functions when volatility, interest rate and barriers depend on time (Q3498560) (← links)
- Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach (Q3502191) (← links)
- A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
- (Q4627085) (← links)
- CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (Q5237548) (← links)