| Model risk in finance : some modeling and numerical analysis issues
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2009 |
Talay, Denis |
| Asymmetric variance reduction for pricing american options
|
2009 |
Han, Chuan-Hsiang |
| Advanced Monte Carlo methods for barrier and related exotic options
|
2009 |
Gobet, Emmanuel |
| Real options
|
2009 |
Bensoussan, Alain |
| Stochastic clock and financial markets
|
2009 |
Geman, Hélyette |
| Analytical approximate solutions to American barrier and lookback option values
|
2009 |
Zhang, Qiang |
| Stochastic portfolio theory : an overview
|
2009 |
Karatzas, Ioannis |
| Downside and drawdown risk characteristics of optimal portfolios in continuous time
|
2009 |
Yang, Dennis Tao |
| On the discrete time capital asset pricing model
|
2009 |
Bensoussan, Alain |
| Numerical approximation by quantization of control problems in finance under partial observations
|
2009 |
Pham, Huyên |
| Recombining binomial tree approximations for diffusions
|
2009 |
Hoek, John van der |
| Partial differential equations for option pricing
|
2009 |
Pironneau, Olivier |
| Optimal quantization for finance : from random vectors to stochastic processes
|
2009 |
Pagès, Gilles |
| Robust preferences and robust portfolio choice
|
2009 |
Schied, Alexander |
| Investment performance measurement under asymptotically linear local risk tolerance
|
2009 |
Zariphopoulou-Souganidis, Thaleia |
| Anticipative stochastic control for Lévy processes with application to insider trading
|
2009 |
|
| Asset prices with regime-switching variance gamma dynamics
|
2009 |
Royal, Andrew J. |
| Malliavin calculus for pure jump processes and applications to finance
|
2009 |
Bavouzet, Marie-Pierre |
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