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Applied mathematical finance
Energies
1,574
MPRA Paper
790
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252
The journal of futures markets
219
Cambridge Working Papers in Economics
211
Energy Economics
210
Economics Papers from University Paris Dauphine
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A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
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Real-world scenarios with negative interest rates based on the LIBOR market model
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 466-482
Persistent link: https://www.econbiz.de/10012129176
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3
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
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4
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
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5
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
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6
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
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7
Unstructured meshing for two asset barrier options
Pooley, D. M.
(
contributor
)
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10001546126
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8
A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
(
contributor
)
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
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9
Valuation formulae for window barrier options
Armstrong, Grant F.
- In:
Applied mathematical finance
8
(
2001
)
4
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001688331
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10
American options under uncertain volatility
Smith, Adam T.
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001695122
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