AMS/IP Studies in Advanced Mathematics - Applied Probability
Latest Publications

TOTAL DOCUMENTS

11

(FIVE YEARS 0)

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1

(FIVE YEARS 0)

Published By American Mathematical Society

9780821831915, 9781470438166

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Dynamic insider trading

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/08 ◽

2002 ◽

pp. 93-104 ◽

Keyword(s):

Insider Trading

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Contingent claim approach for analyzing the credit risk of defaultable currency swaps

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/07 ◽

2002 ◽

pp. 79-92

Keyword(s):

Credit Risk ◽

Contingent Claim

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Quasi-Monte Carlo methods and their randomizations

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/06 ◽

2002 ◽

pp. 59-78 ◽

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Quasi Monte Carlo

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Convertible bonds with market risk and credit risk

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/05 ◽

2002 ◽

pp. 45-58 ◽

Keyword(s):

Credit Risk ◽

Market Risk ◽

Convertible Bonds

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A new story of ergodic theory

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/03 ◽

2002 ◽

pp. 25-34 ◽

Keyword(s):

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Estimating the speed of random walks

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/02 ◽

2002 ◽

pp. 17-23

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On comparison theorems for diffusion processes

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/11 ◽

2002 ◽

pp. 135-148

Keyword(s):

Diffusion Processes ◽

Comparison Theorems

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An overview on the Martingale approach to option pricing

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/10 ◽

2002 ◽

pp. 121-134

Keyword(s):

Option Pricing ◽

Martingale Approach

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A new hedging model and a nonlinear generalization of Black-Scholes formula

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/09 ◽

2002 ◽

pp. 105-119

Keyword(s):

Black Scholes ◽

Nonlinear Generalization

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A direct method for stochastic automata networks

AMS/IP Studies in Advanced Mathematics - Applied Probability ◽

10.1090/amsip/026/01 ◽

2002 ◽

pp. 1-15

Keyword(s):

Direct Method ◽

Stochastic Automata ◽

Automata Networks ◽

A Direct Method

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