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optimal pricing » options pricing, optimal planning, optimal policies

1
by Madan, Dilip, Schoutens, Wim
Published 2016
Cambridge University Press
Table of Contents: ... and financial models; 3. Numerical techniques; 4. Conic finance; 5. Conic pricing; 6. Applications of conic...

2
by De Spiegeleer, Jan, Marquet, Ine, Schoutens, Wim
Published 2018
Springer International Publishing
Table of Contents: ... of CoCos -- 9 Conclusion -- A Derivation of Carr-Madan Formula for Vanilla Option Prices using FFT...

3
by Spiegeleer, Jan de
Published 2014
John Wiley Sons
Table of Contents: ... Bond Option; 2.7 Convertible Bond Terminology; 2.7.1 144A; 2.7.2 Fixed-Income Metrics; 2.8 Convertible...