1. A BEHAVIORAL PORTFOLIO DECISION MODEL BASED ON CREDIBILITY OF INTERVAL-VALUED FUZZY NUMBER. (2020) Authors: ZHANG, QIANSHENG Journal: Mathematical finance letters Issue: Volume 2020(2020) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Bivariate Normal Inverse Gaussian Process with Stochastic Delay: Efficient Simulations and Applications to Energy Markets. Issue 2 (4th March 2021) Authors: Gardini, Matteo; Sabino, Piergiacomo; Sasso, Emanuela Journal: Applied mathematical finance Issue: Volume 28:Issue 2(2021) Page Start: 178 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A CLOSED-FORM FORMULA FOR PRICING BONDS BETWEEN COUPON PAYMENTS. (2018) Authors: GOTTSCHALK, SYLVIA Journal: Mathematical finance letters Issue: Volume 2018(2018) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A CONTINUOUS-IN-TIME FINANCIAL MODEL. (2016) Authors: FR´ENOD, EMMANUEL; CHAKKOUR, TARIK Journal: Mathematical finance letters Issue: Volume 2016(2016) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A Copula-based Markov Reward Approach to the Credit Spread in the European Union. Issue 4 (4th July 2019) Authors: D'Amico, Guglielmo; Petroni, Filippo; Regnault, Philippe; Scocchera, Stefania; Storchi, Loriano Journal: Applied mathematical finance Issue: Volume 26:Issue 4(2019) Page Start: 359 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models. Issue 3 (4th May 2017) Authors: Dang, Duy-Minh; Jackson, Kenneth R.; Sues, Scott Journal: Applied mathematical finance Issue: Volume 24:Issue 3(2017) Page Start: 175 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. A guide to business mathematics. (2022) Authors: O'Regan, Gerard (Cornelius Gerard) Record Type: Book Extent: 1 online resource, illustrations (black and white) View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. A Mathematical Analysis of Technical Analysis. Issue 1 (2nd January 2019) Authors: Lorig, Matthew; Zhou, Zhou; Zou, Bin Journal: Applied mathematical finance Issue: Volume 26:Issue 1(2019) Page Start: 38 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. A moment-based analytic approximation of the risk-neutral density of American options. Issue 6 (1st November 2016) Authors: Arismendi, J. C.; Prokopczuk, Marcel Journal: Applied mathematical finance Issue: Volume 23:Issue 6(2016) Page Start: 409 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. A Multiple Curve Lévy Swap Market Model. Issue 5 (2nd September 2020) Authors: Eberlein, Ernst; Gerhart, Christoph; Lütkebohmert, Eva Journal: Applied mathematical finance Issue: Volume 27:Issue 5(2020) Page Start: 396 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗