The following pages link to (Q5297902):
Displaying 27 items.
- Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← links)
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (Q1655400) (← links)
- Hiring, firing, and relocation under employment protection (Q1657544) (← links)
- The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
- On the practical point of view of option pricing (Q2101128) (← links)
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
- Game-theoretic optimal portfolios for jump diffusions (Q2183976) (← links)
- Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy (Q2464247) (← links)
- Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange (Q2673301) (← links)
- Rational pricing of leveraged ETF expense ratios (Q2675246) (← links)
- Cyber loss distribution fitting: a general framework towards cyber bonds and their pricing models (Q2690436) (← links)
- Bifurcation analysis of a single-group asset flow model (Q2809453) (← links)
- Network topology of economic sectors (Q3302828) (← links)
- The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments (Q4555094) (← links)
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Asset price dynamics for a two-asset market system (Q4627639) (← links)
- Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)
- Nonparametric predictive inference for stock returns (Q5138622) (← links)
- Machine Learning of Space-Fractional Differential Equations (Q5230657) (← links)
- Solving an Option Game Problem with Finite Expiration: Optimizing Terms of Patent License Agreements (Q5232810) (← links)
- A strengthened solution to option manipulation (Q5883609) (← links)
- A novel local meshless scheme based on the radial basis function for pricing multi-asset options (Q5884015) (← links)
- The art of quantitative finance Vol. 2. Volatilities, stochastic analysis and valuation tools (Q6041116) (← links)
- Systemic risk of optioned portfolio: controllability and optimization (Q6094474) (← links)
- Speeding up the Euler scheme for killed diffusions (Q6565558) (← links)
