Narrow search
Showing 1 - 5 of 5
Cover Image
Monte Carlo method for the valuation of multiple-exercise options
Meinshausen, Nicolai; Hambly, Ben - In: Mathematical finance : an international journal of … 14 (2004) 4, pp. 557-583
Persistent link: https://www.econbiz.de/10002396369
Cover Image
A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.; Hambly, Ben - In: Mathematical methods of operations research 71 (2010) 3, pp. 503-533
Persistent link: https://www.econbiz.de/10003990392
Cover Image
Limit order books, diffusion approximations and reflected SPDEs : from microscopic to macroscopic models
Hambly, Ben; Kalsi, Jasdeep; Newbury, James - In: Applied mathematical finance 27 (2020) 1/2, pp. 132-170
Persistent link: https://www.econbiz.de/10012254111
Cover Image
An SPDE model for systemic risk with endogenous contagion
Hambly, Ben; Søjmark, Andreas - In: Finance and stochastics 23 (2019) 3, pp. 535-594
Persistent link: https://www.econbiz.de/10012023755
Cover Image
Recent advances in reinforcement learning in finance
Hambly, Ben; Xu, Renyuan; Yang, Huining - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 437-503
Persistent link: https://www.econbiz.de/10014329888