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Weighted average price management of manufacturer sales on commodity exchanges
Vavilov, Sergey A.; Kuznetsov, Konstantin S. - In: International journal of financial engineering 5 (2018) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10011923065
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Weighted average price management of manufacturer sales with determined realization volume by the end of trade period on commodity exchanges
Kuznetsov, Konstantin S. - In: International journal of financial engineering 6 (2019) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10012314528
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Defaultable sovereign debts with macroeconomic conditions and periodic news
Li, Weiping - In: International journal of financial engineering 8 (2021) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10012654826
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A dynamic optimal execution strategy under stochastic price recovery
Ieda, Masashi - In: International journal of financial engineering 2 (2015) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10011493100
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Real-time risk management : an AAD-PDE approach
Capriotti, Luca; Jiang, Yupeng; Macrina, Andrea - In: International journal of financial engineering 2 (2015) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10011493204
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On a recursive algorithm for pricing discrete barrier options
Llemit, Dennis G. - In: International journal of financial engineering 2 (2015) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10011493320
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Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong - In: International journal of financial engineering 2 (2015) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
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Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif; Sorwar, Ghulam; Dowd, Kevin - In: International journal of financial engineering 2 (2015) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
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An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng; Wang, Wenfei - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
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Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe; Ligato, Simone - In: International journal of financial engineering 2 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011333436