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Stochastic control for asset management
Kung, James J.; Wong, Wing Keung; Wu, E.-ching - In: Journal of mathematical finance 3 (2013) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
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Special double issue: Computational aspects of complex securities
Selby, Michael J. P. (contributor) - 2000
Persistent link: https://www.econbiz.de/10001507322
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LP valuation of exotic American options exploiting structure
Dempster, Michael A. H.; Hutton, J. P.; Richards, Donald G. - In: The journal of computational finance 2 (1998) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10001447235
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Option pricing in the jump-diffusion model with a random junp amplitude : a complete market approach
Jensen, B. - 1999
Persistent link: https://www.econbiz.de/10001456525
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Optionsbewertung mit Hilfe der genetischen Programmierung
Keber, Christian - In: Operations research proceedings 1998 : selected papers …, (pp. 341-350). 1999
Persistent link: https://www.econbiz.de/10001437674
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Pricing American stock options by linear programming
Dempster, Michael A. H.; Hutton, J. P. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
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Finite element modeling of exotic options
Topper, Jürgen - In: Operations research proceedings 1999 : selected papers …, (pp. 336-341). 2000
Persistent link: https://www.econbiz.de/10001481294
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The real option value of operational and managerial flexibility in global supply chain networks
Huchzermeier, Arnd - In: Risk management : challenge and opportunity : with 37 …, (pp. 181-201). 2000
Persistent link: https://www.econbiz.de/10001496186
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An LP approach to synthetic option replication with transaction costs and multiple security selection
Dennis, Patrick - In: Advances in futures and options research : a research annual 8 (1995), pp. 53-84
Persistent link: https://www.econbiz.de/10001211317