Search
Search Constraints
You searched for: Date 2021 Journal WilmottLimit your search
- Darasz, Jan 6
- Poulsen, Rolf 6
- Radley, Milford 6
- Tudball, Dan 6
- Ziemba, Bill 6
- Brown, Aaron 5
- Wystup, Uwe 5
- Ayache, Elie 3
- , 2
- Agrawal, Nishant 2
- 332 83
- Finance -- Periodicals 83
- Financial services industry -- Periodicals 83
- market risk -- FRTB‐IMA -- Chebyshev tensors -- risk management 2
- FX -- SABR -- volatility -- cross rates 1
- Kelly criterion -- fat tails -- α‐stable distribution 1
- Monte Carlo methods in finance -- quasi‐Monte Carlo -- Sobol sequences -- Brownian bridge -- skew/smile models -- hyperbolic local volatility model 1
- SABR model -- basket option -- closed form 1
- conditional correlations -- futures -- principal regression analysis -- risk -- nonstationarity 1
- financial options -- quantum walk -- quantum finance -- quantum cognition -- quantum computing 1