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  • Search: subject:"Fixed point method"
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Year of publication
Subject
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Derivat 2 Derivative 2 Fixed point method 2 Option pricing theory 2 Optionspreistheorie 2 Projected subgradient method 2 Risikomanagement 2 Risk management 2 Split inverse problem 2 Variational inequality 2 Viscosity method 2 Volterra integral equation 2 Bai Al Arboun 1 Bilateral counterparty risk 1 Collateral 1 Collateralization 1 Cox Ross & Rubenstein model 1 Credit risk 1 Credit valuation adjustment 1 Financial Engineering 1 Financial engineering 1 Fixed point method Contraction mapping 1 Islam 1 Islamic countries 1 Islamic finance 1 Islamic risk management 1 Islamische Staaten 1 Islamisches Finanzsystem 1 Kreditrisiko 1 Kreditsicherung 1 Mathematical programming 1 Mathematische Optimierung 1 Option trading 1 Optionsgeschäft 1 Shariah compliance 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 binomial model 1
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 1
Author
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Maingé, Paul-Emile 2 Aboulaich, Rajae 1 Idrissi, Ali Alami 1 Kim, Jinbeom 1 Leung, Tim 1 Omrana, Siham 1
Published in...
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European journal of operational research : EJOR 2 European Journal of Operational Research 1 International journal of business 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom; Leung, Tim - In: European journal of operational research : EJOR 249 (2016) 2, pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
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Modelling "Bai Al Arboun" using binomial model
Omrana, Siham; Aboulaich, Rajae; Idrissi, Ali Alami - In: International journal of business 20 (2015) 3, pp. 224-236
Persistent link: https://www.econbiz.de/10011339767
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A vicosity method with no spectral radius requirements for the split common fixed point problem
Maingé, Paul-Emile - In: European journal of operational research : EJOR 235 (2014) 1, pp. 17-27
Persistent link: https://www.econbiz.de/10010361415
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A viscosity method with no spectral radius requirements for the split common fixed point problem
Maingé, Paul-Emile - In: European Journal of Operational Research 235 (2014) 1, pp. 17-27
This paper is concerned with an algorithmic solution to the split common fixed point problem in Hilbert spaces. Our method can be regarded as a variant of the “viscosity approximation method”. Under very classical assumptions, we establish a strong convergence theorem with regard to involved...
Persistent link: https://www.econbiz.de/10011052506
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