海量图书期刊资源,随时随地畅享阅读乐趣
Indifference Prices, Implied Volatilities and Implied Sharpe RatiosLorig, Matthew · SSRN Electronic Journal · 2014
Optimal static quadratic hedgingLeung, Tim; Lorig, Matthew · Quantitative Finance · 2016
Optimal Static Quadratic HedgingLeung, Tim; Lorig, Matthew · SSRN Electronic Journal · 2015
Analytical Expansions for Parabolic EquationsLorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea · SSRN Electronic Journal · 2013
The implied Sharpe ratioAgarwal, Ankush; Lorig, Matthew · Quantitative Finance · 2020
CEV: Constant Lévylasticity of VarianceLorig, Matthew · SSRN Electronic Journal · 2012
A Mathematical Analysis of Technical AnalysisLorig, Matthew; Zhou, Zhou; Zou, Bin · Applied Mathematical Finance · 2019
OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACTBARGER, WESTON; LORIG, MATTHEW · International Journal of Theoretical and Applied Finance · 2018
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELSCorlay, Sylvain; Lebovits, Joachim; Véhel, Jacques Lévy · Mathematical Finance · 2014
GAME CALL OPTIONS REVISITEDYam, S. C. P.; Yung, S. P.; Zhou, W. · Mathematical Finance · 2014
Laplace transforms and American optionsMallier, Roland; Alobaidi, Ghada · Applied Mathematical Finance · 2000
Stock options as barrier contingent claimsEricsson, Jan; Reneby, Joel · Applied Mathematical Finance · 2003
On hedging in finite security marketsFlorio, Silvia; Runggaldier, Wolfgang J. · Applied Mathematical Finance · 1999
OPTIMAL EXECUTION HORIZONEasley, David; de Prado, Marcos Lopez; O'Hara, Maureen · Mathematical Finance · 2015
Arbitrage pricing with incomplete marketsBritten-Jones, Mark; Neuberger, Anthony · Applied Mathematical Finance · 1996
INTRODUCTIONGeman, Hélyette · Applied Mathematical Finance · 2008