10.1016/j.physa.2010.08.046Physica A: Statistical Mechanics and its Applications3902263-289PHYA
The thesis presents three ways of calculating the Parisian option price as an illustration of probab...
We deliberate upon the following concatenated and consolidated system: Option Pricing As A Transport...
We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulat...
10.1103/PhysRevE.77.036106Physical Review E - Statistical, Nonlinear, and Soft Matter Physics773-PLE...
Coupon bond European and barrier options are financial derivatives that can be analyzed in the Hamil...
10.1016/j.physa.2006.04.021Physica A: Statistical Mechanics and its Applications370198-103PHYA
10.1016/j.physa.2009.09.031Physica A: Statistical Mechanics and its Applications3892296-314PHYA
10.1103/PhysRevE.75.016704Physical Review E - Statistical, Nonlinear, and Soft Matter Physics751-PLE...
10.1103/PhysRevE.75.016703Physical Review E - Statistical, Nonlinear, and Soft Matter Physics751-PLE...
10.1016/j.physa.2011.08.021Physica A: Statistical Mechanics and its Applications39141287-1308PHYA
10.1016/j.physa.2009.02.044Physica A: Statistical Mechanics and its Applications388132666-2681PHYA
The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical...
An introduction to how the mathematical tools from quantum field theory can be applied to economics ...
International audienceJamshidian developed a model for pricing bond options within a Vasicek one-fac...
The paper analyses coupon bonds linked to variable interest rate in a contingent claim approach such...
The thesis presents three ways of calculating the Parisian option price as an illustration of probab...
We deliberate upon the following concatenated and consolidated system: Option Pricing As A Transport...
We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulat...
10.1103/PhysRevE.77.036106Physical Review E - Statistical, Nonlinear, and Soft Matter Physics773-PLE...
Coupon bond European and barrier options are financial derivatives that can be analyzed in the Hamil...
10.1016/j.physa.2006.04.021Physica A: Statistical Mechanics and its Applications370198-103PHYA
10.1016/j.physa.2009.09.031Physica A: Statistical Mechanics and its Applications3892296-314PHYA
10.1103/PhysRevE.75.016704Physical Review E - Statistical, Nonlinear, and Soft Matter Physics751-PLE...
10.1103/PhysRevE.75.016703Physical Review E - Statistical, Nonlinear, and Soft Matter Physics751-PLE...
10.1016/j.physa.2011.08.021Physica A: Statistical Mechanics and its Applications39141287-1308PHYA
10.1016/j.physa.2009.02.044Physica A: Statistical Mechanics and its Applications388132666-2681PHYA
The economic crisis of 2008 has shown that the capital markets need new theoretical and mathematical...
An introduction to how the mathematical tools from quantum field theory can be applied to economics ...
International audienceJamshidian developed a model for pricing bond options within a Vasicek one-fac...
The paper analyses coupon bonds linked to variable interest rate in a contingent claim approach such...
The thesis presents three ways of calculating the Parisian option price as an illustration of probab...
We deliberate upon the following concatenated and consolidated system: Option Pricing As A Transport...
We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulat...