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You are looking at 1-10 of 11 items for: 91G20

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Ackerer, Damien / Vatter, Thibault

Dependent defaults and losses with factor copula models

Product Type: Journals/Yearbooks
Imamura, Yuri / Ishigaki, Yuta / Okumura, Toshiki

A numerical scheme based on semi-static hedging strategy

Product Type: Journals/Yearbooks
Ali, Nigar / Zaman, Gul / Jung, Il Hyo

Stability analysis of delay integro-differential equations of HIV-1 infection model

Product Type: Journals/Yearbooks
Cont, Rama / Kokholm, Thomas

Central clearing of OTC derivatives: Bilateral vs multilateral netting

Product Type: Journals/Yearbooks
Zhao, Jun / Lépinette, Emmanuel / Zhao, Peibiao

Pricing under dynamic risk measures

Product Type: Journals/Yearbooks
Mrázek, Milan / Pospíšil, Jan

Calibration and simulation of Heston model

Product Type: Journals/Yearbooks
Bayousef, Manal / Mascagni, Michael

A computational investigation of the optimal Halton sequence in QMC applications

Product Type: Journals/Yearbooks
Aguilar, Jean-Philippe / Coste, Cyril / Korbel, Jan

Series representation of the pricing formula for the European option driven by space-time fractional diffusion

Product Type: Journals/Yearbooks
Evarest, Emmanuel / Berntsson, Fredrik / Singull, Martin / Yang, Xiangfeng

Weather derivatives pricing using regime switching model

Product Type: Journals/Yearbooks
Korbel, Jan / Luchko, Yuri

Modeling of financial processes with a space-time fractional diffusion equation of varying order

Product Type: Journals/Yearbooks

You are looking at 1-10 of 11 items for: 91G20

  • Keywords: 91G20x
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