1. Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs. Issue 1 (2nd January 2016) Authors: Joshi, Mark S.; Zhu, Dan Journal: Applied mathematical finance Issue: Volume 23:Issue 1(2016) Page Start: 22 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Liquidity Costs: A New Numerical Methodology and an Empirical Study. Issue 1 (2nd January 2016) Authors: Michel, Christophe; Reutenauer, Victor; Talay, Denis; Tanré, Etienne Journal: Applied mathematical finance Issue: Volume 23:Issue 1(2016) Page Start: 57 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model. Issue 1 (2nd January 2016) Authors: Ait Aoudia, Djilali; Renaud, Jean-François Journal: Applied mathematical finance Issue: Volume 23:Issue 1(2016) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Log-Optimal Portfolios with Memory Effect. Issue 5 (2nd November 2018) Authors: Nika, Z.; Rásonyi, M. Journal: Applied mathematical finance Issue: Volume 25:Issue 5/6(2018) Page Start: 557 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. The optimal interaction between a hedge fund manager and investor. Issue 5 (2nd November 2018) Authors: Ramirez, Hugo Eduardo; Johnson, Paul V; Duck, Peter; Howell, Sydney Journal: Applied mathematical finance Issue: Volume 25:Issue 5/6(2018) Page Start: 483 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Modelling Credit Risk in the Jump Threshold Framework. Issue 5 (2nd November 2018) Authors: Chiu, C.-Y.; Kercheval, A. Journal: Applied mathematical finance Issue: Volume 25:Issue 5/6(2018) Page Start: 411 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Transition probability of Brownian motion in the octant and its application to default modelling. Issue 5 (2nd November 2018) Authors: Kaushansky, Vadim; Lipton, Alexander; Reisinger, Christoph Journal: Applied mathematical finance Issue: Volume 25:Issue 5/6(2018) Page Start: 434 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Real-World Scenarios With Negative Interest Rates based on the LIBOR Market Model. Issue 5 (2nd November 2018) Authors: Lopes, Sara Dutra; Vázquez, Carlos Journal: Applied mathematical finance Issue: Volume 25:Issue 5/6(2018) Page Start: 466 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. On Carr and Lee's Correlation Immunization Strategy. Issue 2 (4th March 2019) Authors: Lin, Jimin; Lorig, Matthew Journal: Applied mathematical finance Issue: Volume 26:Issue 2(2019) Page Start: 131 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Hedging the Risk of Delayed Data in Defaultable Markets. Issue 2 (4th March 2019) Authors: Okhrati, Ramin Journal: Applied mathematical finance Issue: Volume 26:Issue 2(2019) Page Start: 101 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗