Measure, probability, and mathematical finance : a problem oriented approach
Year of publication: |
c 2014
|
---|---|
Authors: | Gan, Guojun ; Ma, Chaoqun ; Xie, Hong |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Finanzmathematik | Mathematical finance | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Wirtschaftsmathematik | Wahrscheinlichkeitsverteilung |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
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A mean bound financial model and options pricing
Li, Yu, (2017)
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Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting, (2019)
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A Markov chain approximation scheme for option pricing under skew diffusions
Ding, Kailin, (2021)
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Association rules for understanding policyholder lapses
Jeong, Himchan, (2018)
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Valuation of large variable annuity portfolios using linear models with interactions
Gan, Guojun, (2018)
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Applications of clustering with mixed type data in life insurance
Yin, Shuang, (2021)
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