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Applied mathematical finance
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
The journal of computational finance
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Discussion papers of interdisciplinary research project 373
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Insurance / Mathematics & economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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IMF Working Papers
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Journal of mathematical finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Mathematics Preprint Archive
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International journal of financial engineering
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Unbiased deep solvers for linear parametric PDEs
Sabate Vidales, Marc
;
Siska, David
;
Szpruch, Łukasz
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 299-329
Persistent link: https://www.econbiz.de/10013411699
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2
Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models
Hambly, Ben
;
Kalsi, Jasdeep
;
Newbury, James
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 132-170
Persistent link: https://www.econbiz.de/10012254111
Saved in:
3
Volatility targeting using delayed diffusions
Torricelli, Lorenzo
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 213-246
Persistent link: https://www.econbiz.de/10012128945
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4
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
Saved in:
5
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
6
Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Mohammadi, Mohammadreza
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 522-552
Persistent link: https://www.econbiz.de/10011490623
Saved in:
7
Weak approximation of stochastic differential equations and application to derivative pricing
Ninomiya, Syoiti
;
Victoir, Nicolas
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10003751117
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