4666 results in Mathematical finance
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Appendix A - Supplementary Material
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Acknowledgements
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Preface
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5 - Discrete Black–Scholes Model
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9 - The Black–Scholes Model
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Bibliography
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Symbol Index
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3 - Binomial or CRR Model
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6 - Continuous Probability
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1 - Introduction to Finance
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4 - Finite Market Model
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Pareto-optimal reinsurance with default risk and solvency regulation
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
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- 03 February 2023, pp. 518-545
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On impact of largest claims reinsurance treaties on the ceding company’s loss reserve
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 01 February 2023, pp. 328-357
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Multiple-drawing dynamic Friedman urns with opposite-reinforcement
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 26 January 2023, pp. 115-129
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Optimal control of supervisors balancing individual and joint responsibilities
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 20 January 2023, pp. 130-149
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PES volume 37 issue 1 Cover
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 1 / January 2023
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- 18 January 2023, p. f1
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Relationships between cumulative entropy/extropy, Gini mean difference and probability weighted moments
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 18 January 2023, pp. 28-38
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Option pricing under a double-exponential jump-diffusion model with varying severity of jumps
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 10 January 2023, pp. 39-64
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Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing
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- Annals of Actuarial Science / Volume 17 / Issue 2 / July 2023
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- 09 January 2023, pp. 285-327
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