Period of time: 2014年1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 4,issue 1
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Fast numerical valuation of American, exotic and complex options
By Dempster M. A. H.,Hutton J. P. in (1997)
Applied Mathematical Finance,volume 4,issue 1 , Vol. 4, Iss. 1, 1997-03 , pp.Misspecified asset price models and robust hedging strategies
By Adviti Hyungsok Ahn,Swindle Glen in (1997)
Applied Mathematical Finance,volume 4,issue 1 , Vol. 4, Iss. 1, 1997-03 , pp.Calibrating volatility surfaces via relative-entropy minimization
By Avellaneda Marco,Friedman Craig,Holmes Richard,Samperi Dominick in (1997)
Applied Mathematical Finance,volume 4,issue 1 , Vol. 4, Iss. 1, 1997-03 , pp.Some applications of L2-hedging with a non-negative wealth process
Applied Mathematical Finance,volume 4,issue 1 , Vol. 4, Iss. 1, 1997-03 , pp.