المؤلفون: Nelson Vadori, Anatoliy Swishchuk

المصدر: Mathematics; Volume 7; Issue 5; Pages: 447

مصطلحات موضوعية: propagators, inhomogeneous random evolutions, inhomogeneous semi-Markov process, weak law of large numbers, central limit theorem, orthogonal martingale measure, regime-switching time-inhomogeneous Levy price dynamics, multi-asset model of price impact from distress selling

وصف الملف: application/pdf

Relation: Financial Mathematics; https://dx.doi.org/10.3390/math7050447

الاتاحة: https://doi.org/10.3390/math7050447

المؤلفون: Abdelkoddousse Ahdida

المساهمون: The Pennsylvania State University CiteSeerX Archives

المصدر: http://hal-enpc.archives-ouvertes.fr/docs/00/66/93/90/PDF/MRC_v2.pdf.

مصطلحات موضوعية: Key words, Correlation, Wright-Fisher diffusions, Multi-allele Wright-Fisher model, Jacobi processes, Wishart processes, Discretization schemes, Multi-asset model

وصف الملف: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.634.9417; http://hal-enpc.archives-ouvertes.fr/docs/00/66/93/90/PDF/MRC_v2.pdf

الاتاحة: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.634.9417
http://hal-enpc.archives-ouvertes.fr/docs/00/66/93/90/PDF/MRC_v2.pdf

المؤلفون: Huang,Hong-Chih, Lee,Yung-Tsung, 黃泓智, 李永琮

المساهمون: 風管系

مصطلحات موضوعية: Optimal asset allocation, Multi-asset model

وصف الملف: 880516 bytes; application/pdf

Relation: Insurance: Mathematics and Economics, 46(1), 271-280; https://nccur.lib.nccu.edu.tw//handle/140.119/64292; https://nccur.lib.nccu.edu.tw/bitstream/140.119/64292/1/271280.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/64292
https://doi.org/10.1016/j.insmatheco.2009.10.002
https://nccur.lib.nccu.edu.tw/bitstream/140.119/64292/1/271280.pdf

المؤلفون: Indranil Sengupta, Pablo Amster, Maria C. Mariani

مصطلحات موضوعية: Partial differential equation, Matemáticas, Applied Mathematics, Mathematical finance, Financial mathematics, Black-Scholes model, Mathematical analysis, Matemática Aplicada, multi-asset model, Domain (mathematical analysis), Integro-differential equation, Bounded function, Jump, integro-differential problems, Brownian motion, Differential (mathematics), CIENCIAS NATURALES Y EXACTAS, Mathematics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::07953a2516578765130847a49daa8b53
https://link.springer.com/article/10.1007/s10440-012-9687-1

المؤلفون: Amster, Pablo Gustavo, de Napoli, Pablo Luis, Zubelli, J. P.

مصطلحات موضوعية: DUPIRE'S EQUATION, MULTI-ASSET MODEL, https://purl.org/becyt/ford/1.1, https://purl.org/becyt/ford/1

وصف الملف: application/pdf

Relation: info:eu-repo/semantics/altIdentifier/url/https://www.sciencedirect.com/science/article/pii/S0022247X09000900; http://hdl.handle.net/11336/155882; Amster, Pablo Gustavo; de Napoli, Pablo Luis; Zubelli, J. P.; Towards a generalization of Dupire's equation for several assets; Academic Press Inc Elsevier Science; Journal of Mathematical Analysis and Applications; 355; 1; 7-2009; 170-179; CONICET Digital; CONICET

الاتاحة: http://hdl.handle.net/11336/155882

المؤلفون: SenGupta, Indranil, Mariani, Maria Cristina, Amster, Pablo Gustavo

مصطلحات موضوعية: Financial Mathematics, Black-Scholes Model, Multi-Asset Model, Integro-Differential Problems, https://purl.org/becyt/ford/1.1, https://purl.org/becyt/ford/1

وصف الملف: application/pdf

Relation: info:eu-repo/semantics/altIdentifier/url/https://link.springer.com/article/10.1007/s10440-012-9687-1; http://hdl.handle.net/11336/14870; SenGupta, Indranil; Mariani, Maria Cristina; Amster, Pablo Gustavo; Solutions to Integro-differential Problems Arising on Pricing Options in a Lévy Market; Springer; Acta Applicandae Mathematicae; 118; 1; 2-2012; 237-249

الاتاحة: http://hdl.handle.net/11336/14870