Period of time: 2014年2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 5,issue 2
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Optimal exercise boundary for an American put option
By Kuske Rachel A.,Keller Joseph B. in (1998)
Applied Mathematical Finance,volume 5,issue 2 , Vol. 5, Iss. 2, 1998-06 , pp.A theoretical investigation of randomized asset allocation strategies
By Milevsky Moshe Arye,Posner Steven E. in (1998)
Applied Mathematical Finance,volume 5,issue 2 , Vol. 5, Iss. 2, 1998-06 , pp.Coupling backward induction with Monte Carlo simulations: a fast Fourier transform (FFT) approach
By Rebonato Riccardo,Cooper Ian in (1998)
Applied Mathematical Finance,volume 5,issue 2 , Vol. 5, Iss. 2, 1998-06 , pp.