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- catalog contributor b10497123.
- catalog contributor b10497124.
- catalog created "1997.".
- catalog date "1997".
- catalog date "1997.".
- catalog dateCopyrighted "1997.".
- catalog description "Convergence of numerical schemes for degenerate parabolic equations arising in finance theory / G. Barles -- Continuous-time Monte Carlo methods and variance reduction / Nigel J. Newton -- Recent advances in numerical methods for pricing derivative securites / M. Broadie & J. Detemple -- American options : a comparison of numerical methods / F. AitSahlia & P. Carr -- Fast, accurate and inelegant valuation of American options / Adriaan Joubert & L.C.G. Rogers -- Valuation of American option in a jump-diffusion models / Xiao Lan Zhang -- Some nonlinear methods for studying far-from-the-money contingent claims / E. Fournié, J.M. Lasry & P.L. Lions -- Monte Carlo methods for stochastic volatility models / E. Fournié, J.M. Lasry & N. Touzi -- Dynamic optimization for a mixed portfolio with transaction costs / Agnès Sulem -- Imperfect markets and backward stochastic differential equations / N. El Karoui & M.C. Quenez -- Reflected backward SDEs and American options / N. El Karoui, E. Pardoux & M.C. Quenez -- Numerical methods for backward stochastic differential equations / D. Chevance -- Viscosity solutions and numerical schemes for investment/consumption models with transaction costs / Agnès Tourin & Thaleia Zariphopoulou -- Does volatility jump or just diffuse? A statistical approach / Renzo G. Avesani & Pierre Bertrand -- Martingale-based hedge error control / Peter Bossaerts & Bas Werker -- The use of second-order stochastic dominance to bound European call prices : theory and results / Claude Henin & Nathalie Pistre.".
- catalog description "Includes bibliographical references.".
- catalog extent "x, 326 p. :".
- catalog identifier "0521573548 (hardback)".
- catalog isPartOf "Publications of the Newton Institute".
- catalog issued "1997".
- catalog issued "1997.".
- catalog language "eng".
- catalog publisher "Cambridge ; New York : Cambridge University Press,".
- catalog subject "332/.01/51 21".
- catalog subject "Finance Mathematical models.".
- catalog subject "HG174 .N86 1997".
- catalog tableOfContents "Convergence of numerical schemes for degenerate parabolic equations arising in finance theory / G. Barles -- Continuous-time Monte Carlo methods and variance reduction / Nigel J. Newton -- Recent advances in numerical methods for pricing derivative securites / M. Broadie & J. Detemple -- American options : a comparison of numerical methods / F. AitSahlia & P. Carr -- Fast, accurate and inelegant valuation of American options / Adriaan Joubert & L.C.G. Rogers -- Valuation of American option in a jump-diffusion models / Xiao Lan Zhang -- Some nonlinear methods for studying far-from-the-money contingent claims / E. Fournié, J.M. Lasry & P.L. Lions -- Monte Carlo methods for stochastic volatility models / E. Fournié, J.M. Lasry & N. Touzi -- Dynamic optimization for a mixed portfolio with transaction costs / Agnès Sulem -- Imperfect markets and backward stochastic differential equations / N. El Karoui & M.C. Quenez -- Reflected backward SDEs and American options / N. El Karoui, E. Pardoux & M.C. Quenez -- Numerical methods for backward stochastic differential equations / D. Chevance -- Viscosity solutions and numerical schemes for investment/consumption models with transaction costs / Agnès Tourin & Thaleia Zariphopoulou -- Does volatility jump or just diffuse? A statistical approach / Renzo G. Avesani & Pierre Bertrand -- Martingale-based hedge error control / Peter Bossaerts & Bas Werker -- The use of second-order stochastic dominance to bound European call prices : theory and results / Claude Henin & Nathalie Pistre.".
- catalog title "Numerical methods in finance / edited by L.C.G. Rogers and D. Talay.".
- catalog type "text".