Facet browsing currently unavailable
Page 1 of 542 results
Sort by: relevance publication year
Hedging quantos, differential swaps and ratios JOURNAL ARTICLE published September 1994 in Applied Mathematical Finance |
Comparison of Two Methods for Superreplication JOURNAL ARTICLE published April 2012 in Applied Mathematical Finance |
Hybrid Lévy Models: Design and Computational Aspects JOURNAL ARTICLE published 2 November 2018 in Applied Mathematical Finance |
Fast Pricing of Energy Derivatives with Mean-Reverting Jump-diffusion Processes JOURNAL ARTICLE published 2 January 2021 in Applied Mathematical Finance |
Modelling Credit Risk in the Jump Threshold Framework JOURNAL ARTICLE published 2 November 2018 in Applied Mathematical Finance Research funded by Simons Foundation (316999) |
On pricing and reserving with-profits life insurance contracts JOURNAL ARTICLE published September 2001 in Applied Mathematical Finance |
Stochastic Models for Oil Prices and the Pricing of Futures on Oil JOURNAL ARTICLE published 4 March 2015 in Applied Mathematical Finance |
INTRODUCTION JOURNAL ARTICLE published December 2008 in Applied Mathematical Finance |
Risk-Neutral Pricing and Hedging of In-Play Football Bets JOURNAL ARTICLE published 4 July 2018 in Applied Mathematical Finance Research funded by Economic and Social Research Council (ES/K002309/1) |
Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models JOURNAL ARTICLE published 4 May 2021 in Applied Mathematical Finance |
Statistical inference and modelling of momentum in stock prices JOURNAL ARTICLE published October 1995 in Applied Mathematical Finance |
On American Options Under the Variance Gamma Process JOURNAL ARTICLE published May 2007 in Applied Mathematical Finance |
Extended Gini-Type Measures of Risk and Variability JOURNAL ARTICLE published 4 May 2018 in Applied Mathematical Finance |
Maxentropic construction of risk neutral measures: discrete market models JOURNAL ARTICLE published December 2000 in Applied Mathematical Finance |
Option Replication in Discrete Time with Illiquidity JOURNAL ARTICLE published April 2013 in Applied Mathematical Finance |
Option pricing in incomplete discrete markets JOURNAL ARTICLE published September 1998 in Applied Mathematical Finance |
Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models JOURNAL ARTICLE published September 2007 in Applied Mathematical Finance |
Optimum Constrained Portfolio Rules in a Diffusion Market JOURNAL ARTICLE published December 2006 in Applied Mathematical Finance |
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis JOURNAL ARTICLE published December 2012 in Applied Mathematical Finance |
Valuing catastrophe bonds by Monte Carlo simulations JOURNAL ARTICLE published January 2003 in Applied Mathematical Finance |