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Some Nonlinear Methods for Studying Far-from-the-money Contingent Claims
Numerical Methods in Finance
◽
10.1017/cbo9781139173056.008
◽
1997
◽
pp. 115-145
◽
Cited By ~ 2
Author(s):
E. Fournié
◽
J.M. Lasry
◽
P.L. Lions
Keyword(s):
Contingent Claims
◽
Nonlinear Methods
Download Full-text
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References
Application of concepts from Cross-Recurrence Analysis in speech production: An overview and a comparison to other nonlinear methods
Journal of Speech Language and Hearing Research
◽
10.1044/2013_jslhr-s-12-0223
◽
2013
◽
Author(s):
L. Lancia
◽
S. Fuchs
◽
M. Tiede
Keyword(s):
Speech Production
◽
Recurrence Analysis
◽
Nonlinear Methods
Download Full-text
Nonlinear Methods for Communications
10.21236/ada267376
◽
1992
◽
Author(s):
LORAL WESTERN DEVELOPMENT LABS SAN JOSE CA
Keyword(s):
Nonlinear Methods
Download Full-text
A chaos expansion approach for the pricing of contingent claims
The Journal of Computational Finance
◽
10.21314/jcf.2015.299
◽
2015
◽
Vol 18
(3)
◽
pp. 27-58
◽
Cited By ~ 10
Author(s):
Hideharu Funahashi
◽
Masaaki Kijima
Keyword(s):
Contingent Claims
◽
Chaos Expansion
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Repeated Career Options: A Contingent Claims Approach
SSRN Electronic Journal
◽
10.2139/ssrn.1003659
◽
2007
◽
Cited By ~ 1
Author(s):
Jonathan Treussard
Keyword(s):
Contingent Claims
◽
Career Options
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The Pricing of Interest Rate Contingent Claims
SSRN Electronic Journal
◽
10.2139/ssrn.1482911
◽
1998
◽
Author(s):
Claus Anderskov Madsen
Keyword(s):
Interest Rate
◽
Contingent Claims
Download Full-text
Asymptotic Synthesis of Contingent Claims in a Sequence of Discrete-Time Markets
SSRN Electronic Journal
◽
10.2139/ssrn.3402645
◽
2019
◽
Cited By ~ 1
Author(s):
David M. Kreps
◽
W. Schachermayer
Keyword(s):
Discrete Time
◽
Contingent Claims
Download Full-text
Real Options, Ambiguity, and Dynamic Consistency - A Comment on 'ambiguity Aversion in Buyer-Seller Relationships: A Contingent-Claims and Social Network Explanation'
SSRN Electronic Journal
◽
10.2139/ssrn.3552142
◽
2020
◽
Author(s):
David Schroeder
Keyword(s):
Social Network
◽
Real Options
◽
Ambiguity Aversion
◽
Contingent Claims
◽
Dynamic Consistency
Download Full-text
Hedging Contingent Claims with Constrained Portfolios and Nonlinear Wealth Dynamics
SSRN Electronic Journal
◽
10.2139/ssrn.981016
◽
2007
◽
Author(s):
Dirk Ebmeyer
Keyword(s):
Contingent Claims
Download Full-text
Prices for State-Contingent Claims: Some Estimates and Applications
The Journal of Business
◽
10.1086/296026
◽
1978
◽
Vol 51
(4)
◽
pp. 653
◽
Cited By ~ 138
Author(s):
Rolf W. Banz
◽
Merton H. Miller
Keyword(s):
Contingent Claims
Download Full-text
A characterization of hedging portfolios for interest rate contingent claims
The Annals of Applied Probability
◽
10.1214/105051604000000297
◽
2004
◽
Vol 14
(3)
◽
pp. 1267-1294
◽
Cited By ~ 20
Author(s):
Rene Carmona
◽
Michael Tehranchi
Keyword(s):
Interest Rate
◽
Contingent Claims
Download Full-text
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