𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Continuous and discrete time modelling of spillovers in equity and bond markets

✍ Scribed by Charitos, Panagiotis Dontis; Gough, Orla; Nowman, K. Ben; Sivaprasad, Sheeja

Book ID
121686699
Publisher
Inderscience Enterprises Ltd.
Year
2013
Weight
411 KB
Volume
1
Category
Article
ISSN
2050-2281

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The Interval Market Model in Mathematica
The Interval Market Model in Mathematical Finance || Continuous and Discrete-Time Option Pricing and Interval Market Model
✍ Bernhard, Pierre; Engwerda, Jacob C.; Roorda, Berend; Schumacher, J.M.; Kolokolt πŸ“‚ Article πŸ“… 2012 πŸ› Springer New York 🌐 English βš– 204 KB

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance.Β These theories didΒ away with the standard stochastic geometric diffusion β€œSamuelson” market model (also known as the Black-Scholes model because it is used in that most famous