1
by Capiński, Marek, Zastawniak, Tomasz
Published 2012
Cambridge University Press
... solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods...

2
by Fratianni, Michele, Spinelli, Franco
Published 1997
Cambridge University Press
... the government budget deficit and monetary policy, and that the monetary authorities are too dependent...

3
by Fouque, Jean-Pierre
Published 2011
Cambridge University Press
... the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used...

4
by Fohlin, Caroline
Published 2012
Cambridge University Press
... systems are rooted in the past, are idiosyncratic to specific countries and are highly path-dependent...

5
by Kaplan, Stephen B.
Published 2021
Cambridge University Press
... nation's ongoing struggles with debt and dependency. By disaggregating the structure of international...