„Option pricing“

Suchergebnisse

1.000+ Treffer

• Optimized radial basis function neural network for improving approximate dynamic programming in pricing high dimensional options
  Hajizadeh, Ehsan ; Mahootchi, Masoud
• Variational inequalities and the pricing of American options
  Jaillet, Patrick ; Lamberton, Damien ; Lapeyre, Bernard
• Simulation Techniques in Financial Risk Management
  Chan, Ngai Hang ; Wong, Hoi Ying 2015 John Wiley & Sons
• Simulation Techniques in Financial Risk Management
  Chan, Ngai Hang ; Wong, Hoi Ying 2015 John Wiley & Sons
• Simulation Techniques in Financial Risk Management
  Chan, Ngai Hang ; Wong, Hoi Ying 2006 John Wiley & Sons
• Tools for Computational Finance
  Seydel, Rüdiger 2017 Springer London
• Tools for Computational Finance
  Seydel, Rüdiger 2012 Springer London
• Libor market models with stochastic volatility and CMS spread option pricing
  Lutz, Matthias
• Libor market models with stochastic volatility and CMS spread option pricing
  Lutz, Matthias
• Computational Methods for Quantitative Finance – Finite Element Methods for Derivative Pricing
  Hilber, Norbert ; Reichmann, Oleg ; Schwab, Christoph ; Winter, Christoph 2013 Springer Berlin Heidelberg
• Digital barrier options pricing: an improved Monte Carlo algorithm
  Nouri, Kazem ; Abbasi, Behzad ; Omidi, Farahnaz ; Torkzadeh, Leila
• A new hybrid parametric and machine learning model with homogeneity hint for European-style index option pricing
  Das, Shom Prasad ; Padhy, Sudarsan
• Stochastic Analysis – Financial Mathematics with Matlab®
  Halidias, Nikolaos ; Stamatiou, Ioannis S. 2025 De Gruyter
• Stochastic analysis – financial mathematics with Matlab®
  Halidias, Nikolaos ; Stamatiou, Ioannis 2025 De Gruyter
• Convex duality in continuous option pricing models
  Carr, Peter ; Torricelli, Lorenzo
• Pricing CMS spreads in the Libor market model
  Belomestny, Denis ; Kolodko, Anastasija A. ; Schoenmakers, John 2008 WIAS
• A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options
  Zhuang, Jirong ; Ding, Deng ; Lu, Weiguo ; Wu, Xuan ; Yuan, Gangnan
• The Study on Option Pricing Based on Wiener–Itô Chaos Expansion and Generative Adversarial Networks
  Lv, Jian ; Wang, Chenxu ; Yuan, Wenyong ; Zhang, Zhenyi
• Dynamic Modeling and Simulation of Option Pricing Based on Fractional Diffusion Equations with Double Derivatives
  Song, Lina
• Enhancing Currency Option Pricing Models: Incorporating Dynamic Information Costs and Machine Learning Techniques
  Dammak, Wael ; Ben Mrad, Ali ; Peretti, Christian ˜deœ ; Ben Hamad, Salah