Period of time: 2014年3期
Publisher: Routledge Ltd
Founded in: 1994
Total resources: 71
ISSN: 1466-4313
Subject: O Mathematical Sciences and Chemical
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Applied Mathematical Finance,volume 20,issue 3
Menu
A Path-Independent Humped Volatility Model for Option Pricing
By Costabile Massimo,Massabó Ivar,Russo Emilio in (2013)
Applied Mathematical Finance,volume 20,issue 3 , Vol. 20, Iss. 3, 2013-07 , pp.Exponential Lévy Models Extended by a Jump to Default
Applied Mathematical Finance,volume 20,issue 3 , Vol. 20, Iss. 3, 2013-07 , pp.Exotic Geometric Average Options Pricing under Stochastic Volatility
Applied Mathematical Finance,volume 20,issue 3 , Vol. 20, Iss. 3, 2013-07 , pp.Vulnerable Derivatives and Good Deal Bounds: A Structural Model
Applied Mathematical Finance,volume 20,issue 3 , Vol. 20, Iss. 3, 2013-07 , pp.Robust Strategies for Optimal Order Execution in the Almgren-Chriss Framework
Applied Mathematical Finance,volume 20,issue 3 , Vol. 20, Iss. 3, 2013-07 , pp.Robust Hedging and Pathwise Calculus
Applied Mathematical Finance,volume 20,issue 3 , Vol. 20, Iss. 3, 2013-07 , pp.