Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A path integral approach to asset-liability management |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
31 |
Applications of δ-function perturbation to the pricing of derivative securities |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
25 |
Edgeworth expansions of stochastic trading time |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
14 |
Pricing Exotic Options under Local Volatility |
0 |
0 |
0 |
35 |
1 |
1 |
2 |
96 |
SELF EXCITING THRESHOLD INTEREST RATES MODELS |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
11 |
Spectral decomposition of optimal asset-liability management |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
310 |
Total Journal Articles |
0 |
0 |
0 |
122 |
1 |
2 |
6 |
487 |