Authors: Giorgio Fabbri, Fausto Gozzi, Andrzej Święch
Resource Type: eBook.
Subjects: Mathematical optimization, Probabilities, Distribution (Probability theory), Functional analysis, Differential equations, Partial, Stochastic models, Stochastic processes--Mathematical models, Hamiltonian systems, Hilbert space, Hamilton-Jacobi equations
Superior Title: Management Science. Nov2011, Vol. 57 Issue 11, p2067-2081. 15p. 6 Charts, 4 Graphs.
Subject Terms: *OPTIONS (Finance), *DISTRIBUTION (Probability theory), *MATURITY (Finance), *MONTE Carlo method, LAPLACE transformation, SENSITIVITY analysis, EULER equations (Rigid dynamics), EXPONENTIAL functions, MERTON Model, POISSON processes, BROWNIAN motion, CONFIDENCE intervals
Authors: DOKUCHAEV, NIKOLAI
Superior Title: International Journal of Theoretical & Applied Finance; Feb2013, Vol. 16 Issue 1, p-1, 23p
Authors: McLain, Alexander, Ghosh, Sujit
Superior Title: Lifetime Data Analysis; Sep2011, Vol. 17 Issue 4, p514-532, 19p
Authors: Kitagawa, Genshiro, Konishi, Sadanori
Superior Title: Annals of the Institute of Statistical Mathematics; Mar2010, Vol. 62 Issue 1, p209-234, 26p, 5 Charts