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Found 584 Documents (Results 1–100)

BSDE approach for Dynkin game and American game option. (English) Zbl 1418.91063

Eddahbi, M’hamed (ed.) et al., Statistical methods and applications in insurance and finance. CIMPA school, Marrakech and Kelaat M’gouna, Morocco, April 8–20, 2013. Cham: Springer. Springer Proc. Math. Stat. 158, 211-225 (2016).
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Decomposition of the pricing formula for stochastic volatility models based on Malliavin-Skorohod type calculus. (English) Zbl 1418.91545

Eddahbi, M’hamed (ed.) et al., Statistical methods and applications in insurance and finance. CIMPA school, Marrakech and Kelaat M’gouna, Morocco, April 8–20, 2013. Cham: Springer. Springer Proc. Math. Stat. 158, 103-123 (2016).
MSC:  91G20 60H07 60J75
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Pricing and liquidity of complex and structured derivatives. Deviation of a risk benchmark based on credit and option market data. (English) Zbl 1402.91006

SpringerBriefs in Finance. Cham: Springer (ISBN 978-3-319-45969-1/pbk; 978-3-319-45970-7/ebook). xvii, 114 p. (2016).
MSC:  91-02 91G40 91G20
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