inconceivable 发表于 2025-3-26 23:48:12

Optimal Hedging of American Options in Discrete Time

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可卡 发表于 2025-3-27 05:29:48

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Palter 发表于 2025-3-27 13:13:03

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aptitude 发表于 2025-3-27 13:44:05

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Medicare 发表于 2025-3-27 20:20:18

A Practical View on Valuation of Multi-Exercise American Style Options in Gas and Electricity Market

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Swing Options Valuation: A BSDE with Constrained Jumps Approach

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Swing Option Pricing by Optimal Exercise Boundary Estimation

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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..
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查看完整版本: Titlebook: Numerical Methods in Finance; Bordeaux, June 2010 René‘A. Carmona,Pierre Del Moral,Nadia Oudjane Conference proceedings 2012 Springer-Verla