Titlebook: Handbook of Computational and Numerical Methods in Finance; Svetlozar T. Rachev Book 2004 Birkh?ser Boston 2004 Probability theory.algorit

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書目名稱Handbook of Computational and Numerical Methods in Finance影響因子(影響力)




書目名稱Handbook of Computational and Numerical Methods in Finance影響因子(影響力)學(xué)科排名




書目名稱Handbook of Computational and Numerical Methods in Finance網(wǎng)絡(luò)公開度




書目名稱Handbook of Computational and Numerical Methods in Finance網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Handbook of Computational and Numerical Methods in Finance被引頻次




書目名稱Handbook of Computational and Numerical Methods in Finance被引頻次學(xué)科排名




書目名稱Handbook of Computational and Numerical Methods in Finance年度引用




書目名稱Handbook of Computational and Numerical Methods in Finance年度引用學(xué)科排名




書目名稱Handbook of Computational and Numerical Methods in Finance讀者反饋




書目名稱Handbook of Computational and Numerical Methods in Finance讀者反饋學(xué)科排名

地牢

https://doi.org/10.1057/9781137482877lly, when asset prices are log-stable distributed, we propose a numerical valuation of option prices and we describe and compare delta hedging strategies when asset prices are either log-stable distributed or log-normal distributed.

良心

https://doi.org/10.1007/978-3-319-54789-3ical approximation algorithms for such problems. Over the last years many interesting ideas for heuristic approaches were developed and tested for financial decision-making. We present an overview of the relevant methodology, and, some applications that show interesting results for selected problems in finance.

BUMP

ENNUI

Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach lly, when asset prices are log-stable distributed, we propose a numerical valuation of option prices and we describe and compare delta hedging strategies when asset prices are either log-stable distributed or log-normal distributed.

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Cardioversion

Myelin

https://doi.org/10.1007/978-3-322-81696-2 quantization approach with four numerical applications arising in finance: European option pricing, optimal stopping problems and American option pricing, stochastic control problems and mean-variance hedging of options and filtering in stochastic volatility models.

地殼

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