inconceivable 发表于 2025-3-26 23:48:12
Optimal Hedging of American Options in Discrete Time可卡 发表于 2025-3-27 04:36:29
http://reply.papertrans.cn/67/6692/669109/669109_32.png可卡 发表于 2025-3-27 05:29:48
http://reply.papertrans.cn/67/6692/669109/669109_33.pngPalter 发表于 2025-3-27 13:13:03
http://reply.papertrans.cn/67/6692/669109/669109_34.pngaptitude 发表于 2025-3-27 13:44:05
http://reply.papertrans.cn/67/6692/669109/669109_35.pngMedicare 发表于 2025-3-27 20:20:18
A Practical View on Valuation of Multi-Exercise American Style Options in Gas and Electricity MarketLignans 发表于 2025-3-27 21:57:39
Swing Options Valuation: A BSDE with Constrained Jumps Approach甜食 发表于 2025-3-28 03:04:13
Swing Option Pricing by Optimal Exercise Boundary Estimation永久 发表于 2025-3-28 07:32:59
http://reply.papertrans.cn/67/6692/669109/669109_39.png英寸 发表于 2025-3-28 13:57:50
Conference proceedings 2012stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications..