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Numerical methods for finance : [selection of papers first presented at the International Conference on Numerical Methods for Finance held in Dublin, Ireland in June 2006]

Appleby, John A. D. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003451770

Noise induced oscillation in solutions of stochastic delay differential equations

Appleby, John A. D. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919070

Bubbles and crashes in a black-scholes model with delay

Appleby, John A. D.; Riedle, Markus; Swords, Catherine - In: Finance and stochastics 17 (2013) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10009682292

Numerical methods for finance

Appleby, John A. D. (contributor); … - 2008

Coherent measures of risk into everyday market practice / Carlo Acerbi -- Pricing high-dimensional American options using local consistency conditions / S.J. Berridge and J.M. Schumacher -- Adverse interrisk diversification effects for FX forwards / Thomas Breuer and Martin Jandacka --...

Persistent link: https://www.econbiz.de/10015069124