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Found 500 Documents (Results 1–100)

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Discrete-time approximations and limit theorems. In applications to financial markets. (English) Zbl 07377430

De Gruyter Series in Probability and Stochastics 2. Berlin: De Gruyter (ISBN 978-3-11-065279-6/hbk; 978-3-11-065424-0/ebook). xvi, 373 p. (2022).
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Implied variance estimates for Black-Scholes and CEV OPM: review and comparison. (English) Zbl 1454.91297

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3703-3736 (2021).
MSC:  91G20 60G40 91G60
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Alternative methods to derive option pricing models: review and comparison. (English) Zbl 1451.91200

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3573-3617 (2021).
MSC:  91G20 91G80 60H10
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Decision tree and Microsoft Excel approach for option pricing model. (English) Zbl 1452.91304

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2885-2927 (2021).
MSC:  91G20 91-08
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On implied volatility surface construction for stochastic investment models. (English) Zbl 1489.91272

Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 22nd international conference, DCCN 2019, Moscow, Russia, September 23–27, 2019. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1141, 449-460 (2019).
MSC:  91G20
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The Black-Scholes-Merton model as an idealization of discrete-time economies. (English) Zbl 1448.91003

Econometric Society Monographs 63. Cambridge: Cambridge University Press (ISBN 978-1-108-48636-1/hbk; 978-1-108-70765-7/pbk; 978-1-108-62690-3/ebook). xi, 203 p. (2019).
MSC:  91-02 91G20 35Q91
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An introduction to financial mathematics. Option valuation. 2nd edition. (English) Zbl 1417.91003

Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-0-367-20882-0/hbk; 978-0-429-26393-4/ebook). xiii, 303 p. (2019).
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Modern financial mathematics – theory and practical applications. Vol. 2. Extensions of the Black-Scholes model, interests, credit risk and statistics. (Moderne Finanzmathematik – Theorie und praktische Anwendung. Band 2. Erweiterungen des Black-Scholes-Modells, Zins, Kreditrisiko und Statistik.) (German) Zbl 1418.91001

Studienbücher Wirtschaftsmathematik. Wiesbaden: Springer Spektrum (ISBN 978-3-658-20999-5/pbk; 978-3-658-21000-7/ebook). xii, 346 p. (2018).
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