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Two methods for optimal investment with trading strategies of finite variation
Gashi, Bujar; Date, Paresh - In: IMA journal of management mathematics 23 (2012) 2, pp. 171-193
Persistent link: https://www.econbiz.de/10009548871
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Linear and non-linear filtering in mathematical finance : a review
Date, Paresh; Ponomareva, K. - In: IMA journal of management mathematics 22 (2011) 3, pp. 195-211
Persistent link: https://www.econbiz.de/10009297153
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Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation
Date, Paresh; Bustreo, Roberto - In: IMA journal of management mathematics 27 (2016) 2, pp. 157-180
Persistent link: https://www.econbiz.de/10011567011
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New control variates for pricing basket options
Jipreze, Kam; Date, Paresh - In: IMA journal of management mathematics 36 (2025) 1, pp. 111-133
Persistent link: https://www.econbiz.de/10015333130
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Editorial: management mathematics : a retrospective
Mamon, Rogemar; Scarf, Phil; Syntetos, Aris - In: IMA journal of management mathematics 31 (2020) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012149760