MPG.eBooks - Search Results - ((optimal pricing) OR (option pricing))

1

Published 1995

Birkhäuser

Table of Contents: “... of the Black-Scholes model -- Critical price for an American option nearmaturity -- Hedging of options under...”

2

Published 2013

Birkhäuser

Table of Contents: “... modelling, a perturbation approach -- A.R.L. Valdez, T. Vargiolu, Optimal portfolio in a regime-switching...”

3

Published 1999

Birkhäuser

Table of Contents: “...On a semigroup approach to no-arbitrage pricing theory -- Generalized random vector fields...”

4

Published 2011

Birkhäuser

Table of Contents: “... and joint price formation for allowances and CERs -- Optimal investment problems with marked point processes...”

5

Published 2004

Birkhäuser

Table of Contents: “... of default probabilities via MCMC with delayed rejection -- Optimal portfolio in a multiple-priors model...”

6

Published 2008

Birkhäuser

Table of Contents: “... in Large Dimensions -- Stochastic Methods in Financial Models -- A Tychastic Approach to Guaranteed Pricing...”