Methods
Published on 08 Jan 2016
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00013
- 4,488 views
- 4 citations
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73 articles
Articles
Original Research
Published on 26 Oct 2015
The role of incompleteness in commodity futures markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00011
- 3,445 views
- 1 citation
Original Research
Published on 08 Oct 2015
A novel view of suprathreshold stochastic resonance and its applications to financial markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00010
- 3,370 views
- 2 citations
Hypothesis and Theory
Published on 26 Aug 2015
General equilibrium pricing with information asymmetry
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00008
- 5,599 views
- 2 citations
Hypothesis and Theory
Published on 21 Jul 2015
Is economics an empirical science? If not, can it become one?
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00007
- 22,190 views
- 3 citations
Original Research
Published on 14 Jul 2015
Efficient option pricing under Lévy processes, with CVA and FVA
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00006
- 4,166 views
Original Research
Published on 11 May 2015
On macrohedging problem in semimartingale markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00003
- 3,212 views
- 4 citations
Original Research
Published on 11 May 2015
Multivariate tempered stable model with long-range dependence and time-varying volatility
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00001
- 3,680 views
- 9 citations
Methods
Published on 11 May 2015
CVaR hedging under stochastic interest rate
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00002
- 3,290 views