Quantitative Analysis in Financial Markets
Latest Publications

TOTAL DOCUMENTS

17
(FIVE YEARS 0)

H-INDEX

2
(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789810246938, 9789812778451
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

LINEAR, YET ATTRACTIVE, CONTOUR

2002 ◽  
pp. 329-335
Author(s):  
JUAN D. CÁRDENAS ◽  
EMMANUEL FRUCHARD ◽  
JEAN-FRANÇOIS PICRON

BERMUDAN OPTION PRICING WITH MONTE-CARLO METHODS

2002 ◽  
pp. 314-328 ◽  
Author(s):  
RAPHAËL DOUADY
Keyword(s):  
Monte Carlo ◽  
Option Pricing ◽  
Monte Carlo Methods ◽  
Bermudan Option

PRICING AMERICAN OPTIONS WITH TRANSACTION COSTS BY COMPLEMENTARITY METHODS

2002 ◽  
pp. 172-198 ◽  
Author(s):  
JONG-SHI PANG ◽  
JACQUELINE HUANG
Keyword(s):  
Transaction Costs ◽  
American Options

AN ALTERNATIVE APPROACH FOR VALUING CONTINUOUS CASH FLOWS

2002 ◽  
pp. 110-130 ◽  
Author(s):  
PETER CARR ◽  
ALEX LIPTON ◽  
DILIP MADAN
Keyword(s):  
Cash Flows ◽  
Alternative Approach

MULTI-STAGE OPTIMIZATION FOR LONG-TERM INVESTORS

2002 ◽  
pp. 66-85 ◽  
Author(s):  
JOHN M. MULVEY
Keyword(s):  
Multi Stage

scholarly journals FRONT MATTER

2002 ◽  
pp. i-x
Author(s):  
MARCO AVELLANEDA

NONLINEAR FINANCIAL MODELS: FINITE MARKOV MODULATION AND ITS LIMITS

2002 ◽  
pp. 159-171
Author(s):  
MOGENS BLADT ◽  
PABLO PADILLA
Keyword(s):  
Financial Models ◽  
Markov Modulation

MATHEMATICAL PSEUDO-COMPLETION OF THE BGM MODEL

2002 ◽  
pp. 247-274
Author(s):  
TAKASHI YASUOKA

A DISCRETE–TIME APPROACH TO ARBITRAGE-FREE PRICING OF CREDIT DERIVATIVES

2002 ◽  
pp. 86-109 ◽  
Author(s):  
SANJIV RANJAN DAS ◽  
RANGARAJAN K. SUNDARAM
Keyword(s):  
Discrete Time ◽  
Credit Derivatives
Load More ...
Sign in / Sign up

Export Citation Format

Share Document