Publisher: Routledge Ltd
Founded in: 1994
Total resources: 71
E-ISSN: 1466-4313
ISSN: 1466-4313
Subject: O29 applied mathematics
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Applied Mathematical Finance
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Optimal Trade Execution Under Stochastic Volatility and Liquidity
Applied Mathematical Finance , Vol. 21, Iss. 4, 2014-07 , pp.Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance
Applied Mathematical Finance , Vol. 21, Iss. 4, 2014-07 , pp.Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model
Applied Mathematical Finance , Vol. 21, Iss. 4, 2014-07 , pp.Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs
Applied Mathematical Finance , Vol. 21, Iss. 4, 2014-07 , pp.Tail VaR Measures in a Multi-period Setting
Applied Mathematical Finance , Vol. 21, Iss. 3, 2014-05 , pp.Optimal Execution and Price Manipulations in Time-varying Limit Order Books
Applied Mathematical Finance , Vol. 21, Iss. 3, 2014-05 , pp.A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models
Applied Mathematical Finance , Vol. 21, Iss. 3, 2014-05 , pp.Modelling Asset Prices for Algorithmic and High-Frequency Trading
Applied Mathematical Finance , Vol. 20, Iss. 6, 2013-12 , pp.Optimal Selling of an Asset with Jumps Under Incomplete Information
Applied Mathematical Finance , Vol. 20, Iss. 6, 2013-12 , pp.