Period of time: 2014年4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 21,issue 4
Menu
Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model
Applied Mathematical Finance,volume 21,issue 4 , Vol. 21, Iss. 4, 2014-07 , pp.Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs
Applied Mathematical Finance,volume 21,issue 4 , Vol. 21, Iss. 4, 2014-07 , pp.Optimal Trade Execution Under Stochastic Volatility and Liquidity
Applied Mathematical Finance,volume 21,issue 4 , Vol. 21, Iss. 4, 2014-07 , pp.Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance
Applied Mathematical Finance,volume 21,issue 4 , Vol. 21, Iss. 4, 2014-07 , pp.