4670 results in Mathematical finance
Monte Carlo Methods for Stochastic Volatility Models
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Contributors
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The Use of Second-Order Stochastic Dominance To Bound European Call Prices: Theory and Results
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- 26 June 1997, pp 305-326
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American Options: A Comparison of Numerical Methods
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Introduction
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Numerical Methods for Backward Stochastic Differential Equations
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- 26 June 1997, pp 232-244
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Reflected Backward SDEs and American Options
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Frontmatter
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Convergence of Numerical Schemes for Degenerate Parabolic Equations Arising in Finance Theory
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Contents
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Martingale-Based Hedge Error Control
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Imperfect Markets and Backward Stochastic Differential Equations
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- 26 June 1997, pp 181-214
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Does Volatility Jump or Just Diffuse? A Statistical Approach
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- 26 June 1997, pp 270-289
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Numerical Methods in Finance
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Dynamic Optimization for a Mixed Portfolio with Transaction Costs
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Fast, Accurate and Inelegant Valuation of American Options
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Chapter 3 - Continuous processes
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Appendices
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Chapter 1 - Introduction
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A1 - Further reading
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