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Publication search results
found 13 matches
- 2015
- Mohamed N. Abdelghani, Alexander Melnikov:
On macrohedging problem in semimartingale markets. Frontiers Appl. Math. Stat. 1: 3 (2015) - David Ariza-Ruiz, Jesus Garcia-Falset, Kishin B. Sadarangani:
Wardowski conditions to the coincidence problem. Frontiers Appl. Math. Stat. 1: 9 (2015) - Gui Citovsky, Sergio Focardi:
A novel view of suprathreshold stochastic resonance and its applications to financial markets. Frontiers Appl. Math. Stat. 1: 10 (2015) - Sergio Focardi:
Is economics an empirical science? If not, can it become one? Frontiers Appl. Math. Stat. 1: 7 (2015) - John B. Guerard:
Investing in Global Markets: Big Data and Applications of Robust Regression. Frontiers Appl. Math. Stat. 1: 14 (2015) - Takashi Kanamura:
The role of incompleteness in commodity futures markets. Frontiers Appl. Math. Stat. 1: 11 (2015) - Young Shin Kim:
Multivariate tempered stable model with long-range dependence and time-varying volatility. Frontiers Appl. Math. Stat. 1: 1 (2015) - Simeon Reich, Alexander J. Zaslavski:
Generic convergence of infinite products of nonexpansive mappings with unbounded domains. Frontiers Appl. Math. Stat. 1: 4 (2015) - Chun Kong Shek, Jimmy Law, Sergei Levendorskii:
Efficient option pricing under Lévy processes, with CVA and FVA. Frontiers Appl. Math. Stat. 1: 6 (2015) - Xiang Shi, Lihua Zhang, Young S. A. Kim:
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models. Frontiers Appl. Math. Stat. 1: 13 (2015) - Angela Tsao, Xiang Shi, Alexander Melnikov:
CVaR hedging under stochastic interest rate. Frontiers Appl. Math. Stat. 1: 2 (2015) - Jorge I. Vélez, Juan C. Correa, Fernando Marmolejo-Ramos:
A new approach to the Box-Cox transformation. Frontiers Appl. Math. Stat. 1: 12 (2015) - Yuzhong Zhang, Fangfei Dong:
General equilibrium pricing with information asymmetry. Frontiers Appl. Math. Stat. 1: 8 (2015)
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