4666 results in Mathematical finance
Pseudo-model-free hedging for variable annuities via deep reinforcement learning
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- Annals of Actuarial Science / Volume 17 / Issue 3 / November 2023
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- 14 March 2023, pp. 503-546
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A new measure of inaccuracy for record statistics based on extropy
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 10 March 2023, pp. 207-225
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Phase transitions in biased opinion dynamics with 2-choices rule
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 2 / April 2024
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- 10 March 2023, pp. 227-244
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Covid-19 and the effectiveness of ERM frameworks
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- British Actuarial Journal / Volume 28 / 2023
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- 08 March 2023, e1
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On hybrid tree-based methods for short-term insurance claims
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 08 March 2023, pp. 597-620
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An attribution analysis of investment risk sharing in collective defined contribution schemes
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 28 February 2023, pp. 385-414
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A new lifetime distribution by maximizing entropy: properties and applications
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 28 February 2023, pp. 189-206
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Overlap times in the infinite server queue
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 23 February 2023, pp. 21-27
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A closed-form approximation for pricing spread options on futures under a mean-reverting spot price model with multiscale stochastic volatility
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 20 February 2023, pp. 168-188
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Method-of-moments estimators of a scale parameter based on samples from a coherent system
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 16 February 2023, pp. 150-167
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A simple European option pricing formula with a skew Brownian motion – ERRATUM
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 16 February 2023, p. 226
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Random multi-hooking networks
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 13 February 2023, pp. 100-114
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Part II - Continuous-Time Models for Finance
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- Stochastic Finance
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- 16 February 2023
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- 09 February 2023, pp 137-237
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8 - Stochastic Integration
- from Part II - Continuous-Time Models for Finance
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- Stochastic Finance
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- 16 February 2023
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- 09 February 2023, pp 176-209
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7 - Brownian Motion
- from Part II - Continuous-Time Models for Finance
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- Stochastic Finance
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- 16 February 2023
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- 09 February 2023, pp 164-175
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Contents
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- Stochastic Finance
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- 16 February 2023
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- 09 February 2023, pp v-viii
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Index
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- Stochastic Finance
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- 16 February 2023
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- 09 February 2023, pp 251-252
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Part I - Discrete-Time Models for Finance
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- Stochastic Finance
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- 16 February 2023
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- 09 February 2023, pp 1-136
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Stochastic Finance
- An Introduction with Examples
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- 16 February 2023
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- 09 February 2023
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2 - Discrete Probability
- from Part I - Discrete-Time Models for Finance
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- Stochastic Finance
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- 16 February 2023
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- 09 February 2023, pp 17-61
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