Mathematical Finance-lup-obsolete
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- 2012
-
Mark
Model uncertainty, Model selection and Option Valuation
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
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Mark
Efficient Iterated Filtering
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2011
-
Mark
On the Convergence of Higher Order Hedging Schemes: The Delta-Gamma Case
(
- Contribution to journal › Article
-
Mark
Modeling spike and drops dependence in european electricity markets
2011) EWEA 2011(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2010
-
Mark
Implications of parameter uncertainty on option prices
(
- Contribution to journal › Article
-
Mark
Evaluating independent spike models
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Likelihood Inference in Jump Diffusion driven SDE's
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
In-sample Properties of the Berkowitz Density Forecast Test
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2008
-
Mark
Estimating objective parameters in jump-diffusions
2008) Fifth World Congress of the Bachelier Finance Society(
- Contribution to conference › Paper, not in proceeding
-
Mark
Hedging errors induced by discrete trading under an adaptive trading strategy
2008) Fifth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract