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Quantiles of the Euler scheme for diffusion processes and financial applications
Talay, Denis; Zheng, Zivu - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 187-199
Persistent link: https://www.econbiz.de/10001765673
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Technical analysis compared to mathematical models based methods under parameters mis-specification
Blanchet-Scalliet, Christophette; Diop, Awa; Gibson, Rajna - In: Journal of banking & finance 31 (2007) 5, pp. 1351-1373
Persistent link: https://www.econbiz.de/10003461165
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Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe; Reutenauer, Victor; Talay, Denis; … - In: Applied mathematical finance 23 (2016) 1/2, pp. 57-79
Persistent link: https://www.econbiz.de/10011546989