Applied Mathematical Finance,volume 5,issue 1  (03-2014)

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

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Applied Mathematical Finance,volume 5,issue 1

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Detecting mean reversion within reflecting barriers: application to the European Exchange Rate Mechanism

By Ball Clifford A.,Roma Antonio in (1998)

Applied Mathematical Finance,volume 5,issue 1 , Vol. 5, Iss. 1, 1998-03 , pp. 1-15

Routledge Ltd

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An explicit finite difference approach to the pricing of barrier options

By Boyle Phelim P., in (1998)

Applied Mathematical Finance,volume 5,issue 1 , Vol. 5, Iss. 1, 1998-03 , pp. 17-43

Routledge Ltd

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General Black-Scholes models accounting for increased market volatility from hedging strategies

By Sircar K. Ronnie,Papanicolaou George in (1998)

Applied Mathematical Finance,volume 5,issue 1 , Vol. 5, Iss. 1, 1998-03 , pp. 45-82

Routledge Ltd

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Total 3 item(s)