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Search: subject:"Optional sampling"
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Option pricing theory
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Journal of advanced studies in finance : JASF
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Mathematics and financial economics
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Applications of simulation-based methods in finance : the use of ModelRisk software
Habibi, Hamed
;
Habibi, Reza
- In:
Journal of advanced studies in finance : JASF
7
(
2016
)
1/13
,
pp. 82-89
Persistent link: https://www.econbiz.de/10011720964
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Valuation and analysis of zero-coupon contingent capital bonds
Metzler, A.
;
Reesor, R. M.
- In:
Mathematics and financial economics
9
(
2015
)
2
,
pp. 85-109
Persistent link: https://www.econbiz.de/10011349466
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Constructing sublinear expectations on path space
Nutz, Marcel
;
van Handel, Ramon
- In:
Stochastic Processes and their Applications
123
(
2013
)
8
,
pp. 3100-3121
generalization of the random G-expectation, and an
optional
sampling
theorem that holds without exceptional set. Our results also …
Persistent link: https://www.econbiz.de/10010679226
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