Universitext - Stochastic Analysis for Finance with Simulations
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30

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1

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Published By Springer International Publishing

9783319255873, 9783319255897

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Processes

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_6 ◽

2016 ◽

pp. 91-107

Author(s):

Geon Ho Choe

Keyword(s):

Stochastic Processes

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The Itô Integral

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_10 ◽

2016 ◽

pp. 159-175

Author(s):

Geon Ho Choe

Keyword(s):

Itô Integral ◽

Ito Integral

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Stochastic Differential Equations

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_12 ◽

2016 ◽

pp. 203-223

Author(s):

Geon Ho Choe

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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The Capital Asset Pricing Model

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_20 ◽

2016 ◽

pp. 353-378

Author(s):

Geon Ho Choe

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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Conditional Expectation

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_5 ◽

2016 ◽

pp. 75-89

Author(s):

Geon Ho Choe

Keyword(s):

Conditional Expectation

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Random Numbers

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_27 ◽

2016 ◽

pp. 487-499

Author(s):

Geon Ho Choe

Keyword(s):

Random Numbers

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Dynamic Programming

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_21 ◽

2016 ◽

pp. 379-393

Author(s):

Geon Ho Choe

Keyword(s):

Dynamic Programming

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Financial Derivatives

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_2 ◽

2016 ◽

pp. 15-22

Author(s):

Geon Ho Choe

Keyword(s):

Financial Derivatives

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The Itô Formula

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_11 ◽

2016 ◽

pp. 177-202

Author(s):

Geon Ho Choe

Keyword(s):

Itô Formula ◽

Ito Formula

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Numerical Solution of the Black–Scholes–Merton Equation

Universitext - Stochastic Analysis for Finance with Simulations ◽

10.1007/978-3-319-25589-7_29 ◽

2016 ◽

pp. 519-534

Author(s):

Geon Ho Choe

Keyword(s):

Numerical Solution ◽

Black Scholes

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