Mathematical Finance-lup-obsolete
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- 2008
-
Mark
Sequential Calibration of Options
(
- Contribution to journal › Article
- 2007
-
Mark
Estimating parameters in diffusion processes using an approximate maximum likelihood approach
(
- Contribution to journal › Article
- 2006
-
Mark
Calibration of Option Valuation Models using Sequential Monte Carlo Methods
2006) 13th International Conference on Forecasting Financial Markets(
- Contribution to conference › Paper, not in proceeding
-
Mark
Are Option Values Stochastic
2006) 21th Nordic Conference on Mathematical Statistics(
- Contribution to conference › Abstract
-
Mark
Adaptive Calibration of Risk Neutral Parameters with Applications to Option Valuation
2006) Forth World Congress Bachelier Finance Society(
- Contribution to conference › Abstract
- 2005
-
Mark
Are Option Prices Stochastic?
2005) 36st Meeting of the EURO Working Group on Financial Modelling(
- Contribution to conference › Abstract
- 2004
-
Mark
Pricing of some exotic options with NIG-Levy input
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2002
-
Mark
A Wavelet Based Approach to the Head and Shoulders Pattern
2002) Euro Working Group on Financial Modeling 31st Meeting(
- Contribution to conference › Abstract
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