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Found 9,699 Documents (Results 1–100)

Decentralized governance of stablecoins with closed form valuation. (English) Zbl 07805512

Pardalos, Panos (ed.) et al., Mathematical research for blockchain economy. 3rd international conference MARBLE 2022, Vilamoura, Portugal, July 12–14, 2022. Cham: Springer. Lect. Notes Oper. Res., 59-73 (2023).
MSC:  91G99 91G20
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On the problem of pricing a double barrier option in a modified Black-Scholes environment. (English) Zbl 07804617

Subrahmanyam, P. V. (ed.) et al., Synergies in analysis, discrete mathematics, soft computing and modelling. Selected papers based on the presentations at the international conference FIM28-SCMSPS20, virtually, Chennai, India, November 23–27, 2020. Singapore: Springer. Forum Interdiscip. Math., 51-81 (2023).
MSC:  91G20
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Generative OrnsteinUhlenbeck markets via geometric deep learning. (English) Zbl 07789339

Nielsen, Frank (ed.) et al., Geometric science of information. 6th international conference, GSI 2023, St. Malo, France, August 30 – September 1, 2023. Proceedings. Part II. Cham: Springer. Lect. Notes Comput. Sci. 14072, 605-614 (2023).
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Stochastic models for prices dynamics in energy and commodity markets. An Infinite-dimensional perspective. (English) Zbl 07779774

Springer Finance. Cham: Springer (ISBN 978-3-031-40366-8/hbk; 978-3-031-40369-9/pbk; 978-3-031-40367-5/ebook). ix, 250 p. (2023).
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Discrete-time semi-Markov random evolutions and their applications. (English) Zbl 07746986

Probability and Its Applications. Cham: Birkhäuser (ISBN 978-3-031-33428-3/hbk; 978-3-031-33431-3/pbk; 978-3-031-33429-0/ebook). xvi, 198 p. (2023).
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