Inspired by Finance
Latest Publications

TOTAL DOCUMENTS

25

(FIVE YEARS 0)

H-INDEX

4

(FIVE YEARS 0)

Published By Springer International Publishing

9783319020686, 9783319020693

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Solution of Optimal Stopping Problem Based on a Modification of Payoff Function

Inspired by Finance ◽

10.1007/978-3-319-02069-3_23 ◽

2014 ◽

pp. 505-517 ◽

Cited By ~ 1

Author(s):

Ernst Presman

Keyword(s):

Optimal Stopping ◽

Payoff Function ◽

Optimal Stopping Problem

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Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options

Inspired by Finance ◽

10.1007/978-3-319-02069-3_15 ◽

2014 ◽

pp. 331-348

Author(s):

Peter Hepperger

Keyword(s):

Differential Equations ◽

High Dimensional ◽

Asian Options ◽

Low Dimensional

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Maximally Acceptable Portfolios

Inspired by Finance ◽

10.1007/978-3-319-02069-3_11 ◽

2014 ◽

pp. 257-272 ◽

Cited By ~ 1

Author(s):

Ernst Eberlein ◽

Dilip B. Madan

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Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient

Inspired by Finance ◽

10.1007/978-3-319-02069-3_8 ◽

2014 ◽

pp. 159-199 ◽

Cited By ~ 2

Author(s):

Sébastien Darses ◽

Emmanuel Lépinette

Keyword(s):

Limit Theorem ◽

Transaction Costs ◽

Mean Square Error ◽

Mean Square ◽

Hedging Strategy

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A Note on Market Completeness with American Put Options

Inspired by Finance ◽

10.1007/978-3-319-02069-3_4 ◽

2014 ◽

pp. 73-82 ◽

Cited By ~ 4

Author(s):

Luciano Campi

Keyword(s):

Put Options ◽

Market Completeness ◽

American Put Options ◽

American Put

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New Approximations in Local Volatility Models

Inspired by Finance ◽

10.1007/978-3-319-02069-3_14 ◽

2014 ◽

pp. 305-330

Author(s):

E. Gobet ◽

A. Suleiman

Keyword(s):

Local Volatility ◽

Volatility Models

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Some Extensions of Norros’ Lemma in Models with Several Defaults

Inspired by Finance ◽

10.1007/978-3-319-02069-3_12 ◽

2014 ◽

pp. 273-281 ◽

Cited By ~ 3

Author(s):

Pavel V. Gapeev

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Multiasset Derivatives and Joint Distributions of Asset Prices

Inspired by Finance ◽

10.1007/978-3-319-02069-3_20 ◽

2014 ◽

pp. 439-459

Author(s):

Ilya Molchanov ◽

Michael Schmutz

Keyword(s):

Asset Prices ◽

Joint Distributions

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Optimal Investment with Bounded VaR for Power Utility Functions

Inspired by Finance ◽

10.1007/978-3-319-02069-3_6 ◽

2014 ◽

pp. 103-116

Author(s):

Bénamar Chouaf ◽

Serguei Pergamenchtchikov

Keyword(s):

Optimal Investment ◽

Utility Functions ◽

Power Utility

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Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results

Inspired by Finance ◽

10.1007/978-3-319-02069-3_21 ◽

2014 ◽

pp. 461-474 ◽

Cited By ~ 9

Author(s):

Alexander A. Novikov ◽

Timothy G. Ling ◽

Nino Kordzakhia

Keyword(s):

Weighted Average ◽

Numerical Results ◽

Analytical Approximations

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