Results 261 to 270 of about 3,221,413 (329)
Noncausal affine processes with applications to derivative pricing
Mathematical Finance, 2023 Linear factor models, where the factors are affine processes, play a key role in Finance, since they allow for quasi‐closed form expressions of the term structure of risks.
Yang Lu
exaly +2 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Quantitative Finance, 2021
We propose a new forward-backward stochastic differential equation solver for high-dimensional derivative pricing problems by combining a deep learning solver with a least squares regression technique widely used in the least squares Monte Carlo method ...
Jian Liang, Zhe Xu, Peter Li
exaly +2 more sources
We propose a new forward-backward stochastic differential equation solver for high-dimensional derivative pricing problems by combining a deep learning solver with a least squares regression technique widely used in the least squares Monte Carlo method ...
Jian Liang, Zhe Xu, Peter Li
exaly +2 more sources
Market clearing and derivative pricing [PDF]
Economic Theory, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
RAIMONDO, ROBERTO, Anderson, R.
openaire +4 more sources
Quantifying risks with exact analytical solutions of derivative pricing distribution
Physica A: Statistical Mechanics and Its Applications, 2017Jin Wang
exaly +2 more sources
Black–Scholes option pricing equations described by the Caputo generalized fractional derivative
Chaos, Solitons & Fractals, 2019Fractional Black–Scholes equation is a constructive financial equation. The model is used to determine the value of the option without a transaction cost. The analytical solutions of the fractional Black–Scholes equations have been addressed.
A. Fall, Seydou Nourou Ndiaye, N. Sene
semanticscholar +1 more source
Derivative Pricing With Wishart Multivariate Stochastic Volatility
Journal of Business and Economic Statistics, 2010C. Gouriéroux, R. Sufana
exaly +2 more sources
2021
This chapter outlines the use of “modern” methods of risk management with the use of bunker derivatives for hedging the fluctuations in bunker prices. It presents an overview of the bunker market. The chapter considers key economic variables affecting bunker prices.
Manolis G. Kavussanos +2 more
openaire +1 more source
This chapter outlines the use of “modern” methods of risk management with the use of bunker derivatives for hedging the fluctuations in bunker prices. It presents an overview of the bunker market. The chapter considers key economic variables affecting bunker prices.
Manolis G. Kavussanos +2 more
openaire +1 more source