4666 results in Mathematical finance
3 - Countinuous Time and the Black–Scholes–Merton (BSM) Model
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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- 09 September 2019
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- 19 September 2019, pp 29-55
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Subject Index
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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- 19 September 2019, pp 200-203
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7 - The Pötzelberger–Schlumprecht Example and Asymptotic Arbitrage
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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Econometric Society Monograph Series
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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- 19 September 2019, pp 204-204
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9 - Concluding Remarks, Part 2: Continuous-Time Models as Idealizations of Discrete Time
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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- 09 September 2019
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- 19 September 2019, pp 174-176
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Frontmatter
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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- 19 September 2019, pp i-iv
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1 - Introduction
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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8 - Concluding Remarks, Part 1: How Robust an Idealization is BSM?
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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6 - Barlow’s Example
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- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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- 19 September 2019, pp 148-157
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Equity release mortgages (ERM)
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- British Actuarial Journal / Volume 24 / 2019
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- 17 September 2019, e25
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Investment risk for long-term investors: risk measurement approaches
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- British Actuarial Journal / Volume 24 / 2019
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- 17 September 2019, e26
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Wearables and the internet of things: considerations for the life and health insurance industry – CORRIGENDUM
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- British Actuarial Journal / Volume 24 / 2019
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- 17 September 2019, e24
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Forecasting age distribution of death counts: an application to annuity pricing
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- Annals of Actuarial Science / Volume 14 / Issue 1 / March 2020
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- 17 September 2019, pp. 150-169
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SMALL-WORLD EFFECT IN GEOGRAPHICAL ATTACHMENT NETWORKS
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 2 / April 2021
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- 12 September 2019, pp. 276-296
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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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- Published online:
- 09 September 2019
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- 19 September 2019
Yet more on a stochastic economic model: Supplement to Part 4: A model for share earnings, dividends and prices
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- Annals of Actuarial Science / Volume 14 / Issue 1 / March 2020
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- 27 August 2019, pp. 138-149
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LOG-CONCAVITY OF COMPOUND DISTRIBUTIONS WITH APPLICATIONS IN OPERATIONAL AND ACTUARIAL MODELS
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 2 / April 2021
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- 23 August 2019, pp. 210-235
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HRNN4F: HYBRID DEEP RANDOM NEURAL NETWORK FOR MULTI-CHANNEL FALL ACTIVITY DETECTION
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 1 / January 2021
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- 23 August 2019, pp. 37-50
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INTRODUCTION TO THE SPECIAL ISSUE ON LEARNING, OPTIMIZATION, AND THEORY OF G-NETWORKS
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 1 / January 2021
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- 29 July 2019, pp. 1-5
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OPTIMAL CONTROL POLICIES FOR AN M/M/1 QUEUE WITH A REMOVABLE SERVER AND DYNAMIC SERVICE RATES
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 2 / April 2021
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- 29 July 2019, pp. 189-209
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