1

Numerical Solution of Stochastic Differential Equations || Stochastic Taylor Expansions

Year:
1992
Language:
english
File:
PDF, 3.87 MB
english, 1992
3

An introduction to numerical methods for stochastic differential equations

Year:
1999
Language:
english
File:
PDF, 3.21 MB
english, 1999
9

Option pricing for a logstable asset price model

Year:
1999
Language:
english
File:
PDF, 1.02 MB
english, 1999
12

A Fair Pricing Approach to Weather Derivatives

Year:
2004
Language:
english
File:
PDF, 479 KB
english, 2004
13

Option Pricing Under Incompleteness and Stochastic Volatility

Year:
1992
Language:
english
File:
PDF, 1.41 MB
english, 1992
14

Numerical Solution of Stochastic Differential Equations || Probability and Statistics

Year:
1992
Language:
english
File:
PDF, 4.67 MB
english, 1992
15

Numerical Solution of Stochastic Differential Equations ||

Year:
1992
Language:
english
File:
PDF, 2.92 MB
english, 1992
16

Real-World Pricing for a Modified Constant Elasticity of Variance Model

Year:
2010
Language:
english
File:
PDF, 1.47 MB
english, 2010
19

Higher-order implicit strong numerical schemes for stochastic differential equations

Year:
1992
Language:
english
File:
PDF, 1.10 MB
english, 1992
20

Geoscientific maps as an aid to land use and regional planning

Year:
1979
Language:
english
File:
PDF, 696 KB
english, 1979
21

A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets

Year:
2001
Language:
english
File:
PDF, 256 KB
english, 2001
22

ON THE DYBVIG-INGERSOLL-ROSS THEOREM

Year:
2012
Language:
english
File:
PDF, 135 KB
english, 2012
24

Subordinated Market Index Models: A Comparison

Year:
1997
Language:
english
File:
PDF, 240 KB
english, 1997
25

A Benchmark Approach to Quantitative Finance || Numerical Methods

Year:
2006
Language:
english
File:
PDF, 1.20 MB
english, 2006
28

Numerical Solution of Stochastic Differential Equations || Variance Reduction Methods

Year:
1992
Language:
english
File:
PDF, 1.26 MB
english, 1992
33

Pricing currency derivatives under the benchmark approach

Year:
2015
Language:
english
File:
PDF, 681 KB
english, 2015
39

Consistent pricing and hedging for a modified constant elasticity of variance model

Year:
2002
Language:
english
File:
PDF, 1.08 MB
english, 2002
40

A hierarchy of voids

Year:
2004
Language:
english
File:
PDF, 3.64 MB
english, 2004
41

APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS

Year:
2015
Language:
english
File:
PDF, 565 KB
english, 2015
45

THE SPINE OF THE COSMIC WEB

Year:
2010
Language:
english
File:
PDF, 10.45 MB
english, 2010
47

Recursive marginal quantization of higher-order schemes

Year:
2018
Language:
english
File:
PDF, 966 KB
english, 2018