標(biāo)題: Titlebook: Topics in Numerical Methods for Finance; Mark Cummins,Finbarr Murphy,John J.H. Miller Conference proceedings 2012 Springer Science+Busines [打印本頁] 作者: AMASS 時間: 2025-3-21 18:02
書目名稱Topics in Numerical Methods for Finance影響因子(影響力)
書目名稱Topics in Numerical Methods for Finance影響因子(影響力)學(xué)科排名
書目名稱Topics in Numerical Methods for Finance網(wǎng)絡(luò)公開度
書目名稱Topics in Numerical Methods for Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Topics in Numerical Methods for Finance被引頻次
書目名稱Topics in Numerical Methods for Finance被引頻次學(xué)科排名
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書目名稱Topics in Numerical Methods for Finance年度引用學(xué)科排名
書目名稱Topics in Numerical Methods for Finance讀者反饋
書目名稱Topics in Numerical Methods for Finance讀者反饋學(xué)科排名
作者: corpuscle 時間: 2025-3-21 21:01 作者: frugal 時間: 2025-3-22 03:47
Conference proceedings 2012ntegral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Effici作者: 菊花 時間: 2025-3-22 06:26 作者: 發(fā)源 時間: 2025-3-22 11:10 作者: 擁擠前 時間: 2025-3-22 15:58 作者: 財主 時間: 2025-3-22 17:18 作者: 流行 時間: 2025-3-22 22:08 作者: 相信 時間: 2025-3-23 03:18
M. J. Ruijter,C. W. Oosterleegru? pers?nlich zu übermitteln. Ich hatte ja noch den besonderen Vorzug, Herrn Staatssekret?r Dr. h. c. Leo Brandt, unser gesch?ftsführendes Pr?sidialmitglied, pers?nlich kennenlernen zu dürfen, und erw?hnte schon vor einigen Jahren die Bekanntschaft mit zwei Pers?nlichkeiten in dieser Stadt, unsere作者: Callus 時間: 2025-3-23 08:13 作者: CHIDE 時間: 2025-3-23 10:15
Daniele Marazzina,Gianluca Fusai,Guido GermanoAngesichts einer zunehmenden prozeduralen Komplexit?t wird das EU-System (leider) auch immer unverst?ndlicher. Gleichzeitig nimmt jedoch ebenso die Vielfalt der Ans?tze in Forschung und Lehre zu, sodass keine durchg?ngige und einfache Beschreibung und Analyse vorgelegt werden kann. Um die Darstellun作者: constellation 時間: 2025-3-23 17:08 作者: 一大塊 時間: 2025-3-23 20:22
Springer Proceedings in Mathematics & Statisticshttp://image.papertrans.cn/u/image/926257.jpg作者: browbeat 時間: 2025-3-23 22:40 作者: Lumbar-Spine 時間: 2025-3-24 05:38
978-1-4899-7355-9Springer Science+Business Media New York 2012作者: Foreshadow 時間: 2025-3-24 08:03
Topics in Numerical Methods for Finance978-1-4614-3433-7Series ISSN 2194-1009 Series E-ISSN 2194-1017 作者: 小說 時間: 2025-3-24 11:06 作者: thalamus 時間: 2025-3-24 15:37
Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces,e. To avoid mis-pricing and arbitrage strategies, the approximation must be arbitrage free. Based on the moving least squares (MLS) reconstruction, a numerical approach is presented in this paper to compute arbitrage-free surfaces which approximate observed market data.作者: Enteropathic 時間: 2025-3-24 19:41 作者: Obstreperous 時間: 2025-3-25 00:37 作者: 極端的正確性 時間: 2025-3-25 06:54 作者: 分期付款 時間: 2025-3-25 09:30 作者: Endometrium 時間: 2025-3-25 12:55 作者: 慟哭 時間: 2025-3-25 19:34 作者: 燕麥 時間: 2025-3-25 23:41 作者: GULF 時間: 2025-3-26 02:08
Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces,e. To avoid mis-pricing and arbitrage strategies, the approximation must be arbitrage free. Based on the moving least squares (MLS) reconstruction, a numerical approach is presented in this paper to compute arbitrage-free surfaces which approximate observed market data.作者: 完整 時間: 2025-3-26 07:32
Solving Impulse-Control Problems with Control Delays,s. Moving boundary methods are a class of computational methods that have been developed recently to solve such free boundary problems. The goal of this paper is to provide a detailed description of the methodology. We specifically focus on stochastic impulse-control problems which arise when the co作者: 希望 時間: 2025-3-26 12:04 作者: 襲擊 時間: 2025-3-26 15:25
American Option Pricing Using Simulation and Regression: Numerical Convergence Results,nsider such methods and we examine numerically their convergence properties. We first consider the Least Squares Monte-Carlo (LSM) method of (Longstaff and Schwartz, Rev. Financ. Stud., 14:113–147, 2001) and report convergence rates for the cross-sectional regressions as well as for the estimated pr作者: 虛弱的神經(jīng) 時間: 2025-3-26 19:57 作者: 調(diào)味品 時間: 2025-3-27 00:30 作者: Infusion 時間: 2025-3-27 02:35 作者: groggy 時間: 2025-3-27 06:14 作者: 龍蝦 時間: 2025-3-27 12:50 作者: nocturnal 時間: 2025-3-27 16:44
Conference proceedings 2012c differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impu作者: Maximize 時間: 2025-3-27 21:02
2194-1009 ree surface construction, moving boundary problems, arbitrag.Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving leas
