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Articles: 2'506'133
Articles rated: 2609

28 April 2024
 
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Results 1 to 20 of 1'296 for query "T. Price". (0.00 sec.)

[    1    2    3    4    5    10    ]   Next

1.
Option pricing and hedging with minimum local expected shortfall
Benoît Pochart; Jean-Philippe Bouchaud;
27 Aug 2003
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2.
Pricing formulas, model error and hedging derivative portfolios
T. R. Hurd;
31 Aug 2001
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3.
Time Symmetry in Microphysics
Huw Price;
23 Oct 1996
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4.
Pricing Using a Homogeneously Saturated Equation
Daniel T. Cassidy;
24 Jan 2013
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5.
ESG-valued discrete option pricing in complete markets
Yuan Hu; W. Brent Lindquist; Svetlozar T. Rachev;
13 Sep 2022
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6.
The Role of Data Cap in Optimal Two-part Network Pricing
Xin Wang; Richard T.B. Ma; Yinlong Xu;
5 Mar 2015
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7.
Option Pricing in Markets with Informed Traders
Yuan Hu; Abootaleb Shirvani; Stoyan Stoyanov; Young Shin Kim; Frank J. Fabozzi; Svetlazor T. Rachev;
4 Jun 2020
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8.
Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks
Sándor Kunsági-Máté; Gábor Fáth; István Csabai; Gábor Molnár-Sáska;
30 Aug 2022
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9.
Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L'evy Motions
Dongdong Hu; Hasanjan Sayit; Svetlozar T. Rachev;
7 Sep 2021
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10.
Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation
Yuan Hu; Svetlozar T. Rache; Frank J. Fabozzi;
15 Aug 2019
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11.
Pricing European Options with a Log Student's t-Distribution: a Gosset Formula
Daniel T. Cassidy; Michael J. Hamp; Rachid Ouyed;
22 Jun 2009
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12.
Share Price Movements in the Post-Credit-Crunch environment
William T. Shaw;
Rating:   5/5
2 Nov 2008
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13.
Fuzzy Profit Shifting: A Model for Optimal Tax-induced Transfer Pricing with Fuzzy Arm's Length Parameter
Alex A.T. Rathke;
12 Jan 2019
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14.
A new structural stochastic volatility model of asset pricing and its stylized facts
Radu T. Pruna; Maria Polukarov; Nicholas R. Jennings;
29 Apr 2016
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15.
Prospect Pricing in Cognitive Radio Networks
Yingxiang Yang; Leonard T. Park; Narayan B. Mandayam; Ivan Seskar; Arnold Glass; Neha Sinha;
3 Oct 2015
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16.
Homogeneously Saturated Model for Development in Time of the Price of an Asset
Daniel T. Cassidy;
18 Jan 2013
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17.
Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices
Marcell T. Kurbucz; Péter Pósfay; Antal Jakovác;
24 Jan 2022
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18.
Option Pricing Incorporating Factor Dynamics in Complete Markets
Yuan Hu; Abootaleb Shirvani; W. Brent Lindquist; Frank J. Fabozzi; Svetlozar T. Rachev;
17 Nov 2020
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19.
Information-theoretic measures for non-linear causality detection: application to social media sentiment and cryptocurrency prices
Z. Keskin; T. Aste;
13 Jun 2019
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20.
ADI finite difference schemes for option pricing in the Heston model with correlation
K.J. in 't Hout; S. Foulon;
20 Nov 2008
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