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Academic Journal

Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions.

Subjects: DISTRIBUTION (Probability theory); MARKOV processes; MATRICES (Mathematics)

  • Source: Operations Research; Jul/Aug2022, Vol. 70 Issue 4, p1984-1995, 12p

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Academic Journal

Data-driven option pricing using single and multi-asset supervised learning.

Subjects: PRICING; FINANCIAL markets; ECONOMIC models

  • Source: International Journal of Financial Engineering; Jun2021, Vol. 8 Issue 2, pN.PAG-N.PAG, 36p

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Academic Journal

Some contributions to sequential Monte Carlo methods for option pricing.

Subjects: FINANCIAL engineering; MONTE Carlo method; OPTIONS (Finance)

  • Source: Journal of Statistical Computation & Simulation; Mar2017, Vol. 87 Issue 4, p733-752, 20p

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Academic Journal

Influence of Risk Incentive by Limited Dividend Provision.

Subjects: LABOR incentives; FINANCIAL engineering; INVESTMENT policy

  • Source: International Journal of Intelligent Technologies & Applied Statistics; 2011, Vol. 4 Issue 4, p451-466, 16p, 1 Diagram, 4 Charts, 4 Graphs

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Academic Journal

Numerical Evaluation of Dynamic Behavior of Ornstein-Uhlenbeck Processes Modified by Various Boundaries and its Application to Pricing Barrier Options.

Subjects: NUMERICAL analysis; ORNSTEIN-Uhlenbeck process; COMPUTATIONAL complexity

  • Source: Methodology & Computing in Applied Probability; Mar2011, Vol. 13 Issue 1, p193-219, 27p

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Academic Journal

An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options.

Subjects: CHAOS theory; BUSINESS expansion; APPROXIMATION theory

  • Source: Applied Mathematical Finance; May2014, Vol. 21 Issue 2, p109-139, 31p

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Academic Journal

Risk Price Variation: The Missing Half of Empirical Asset Pricing.

Subjects: ASSETS (Accounting); ASSET management; FINANCIAL risk

  • Source: Review of Financial Studies; Nov2022, Vol. 35 Issue 11, p5127-5184, 58p

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Academic Journal

A Fully Coupled Solution Algorithm for Pricing Options with Complex Barrier Structures.

Subjects: PRICING; OPTION value; EQUATIONS

  • Source: Journal of Derivatives; Fall2010, Vol. 18 Issue 1, p9-17, 9p

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Academic Journal

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations.

Subjects: PRICING; HEDGING (Finance); OPTIONS (Finance)

  • Source: Methodology & Computing in Applied Probability; Mar2013, Vol. 15 Issue 1, p147-163, 17p, 5 Charts

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Academic Journal

Bankruptcy prediction using the Black-Scholes asset pricing model (Experimental evidence: Tehran Stock Exchange).

Subjects: BLACK-Scholes model; BANKRUPTCY; PRICINGSAZMAN-i Burs-i Awraq-i Bahadar-i Tihran

  • Source: International Journal of Nonlinear Analysis & Applications; May2024, Vol. 15 Issue 5, p121-142, 22p

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  • 1-10 of  408 results for ""FINANCIAL engineering""