<--- Back to Details
First PageDocument Content
Probability distributions / Stochastic processes / Options / Mathematical finance / Exponentials / Lookback option / BlackScholes model / Exponential distribution / Weibull distribution / Normal distribution / Jump diffusion / Phase-type distribution
Date: 2011-12-14 17:41:48
Probability distributions
Stochastic processes
Options
Mathematical finance
Exponentials
Lookback option
BlackScholes model
Exponential distribution
Weibull distribution
Normal distribution
Jump diffusion
Phase-type distribution

MANAGEMENT SCIENCE Vol. 57, No. 11, November 2011, pp. 2067–2081 issn — eissn — 11 — 5711 — 2067 http://dx.doi.orgmnsc

Add to Reading List

Source URL: www.rmi.nus.edu.sg

Download Document from Source Website

File Size: 373,59 KB

Share Document on Facebook

Similar Documents

Process algebra and Markov processes The nature of synchronisation Equivalence relations Case study: active badges Summary  From Markov to Milner and back: Stochastic process algebras Jane Hillston School of Informatics

Process algebra and Markov processes The nature of synchronisation Equivalence relations Case study: active badges Summary From Markov to Milner and back: Stochastic process algebras Jane Hillston School of Informatics

DocID: 1xVg5 - View Document

Gaussian Stochastic ProcessesGaussian Stochastic Processes • Linear systems driven by IID noise • Evolution of mean and covariance • Example: mass-spring system

Gaussian Stochastic ProcessesGaussian Stochastic Processes • Linear systems driven by IID noise • Evolution of mean and covariance • Example: mass-spring system

DocID: 1uqvO - View Document

STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS MSRI Summer Graduate School July 7–18, A. A. Borovkov, Ergodicity and stability of stochastic processes, Wiley, Chichester, 1998, ISBNMRZbl 0

STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS MSRI Summer Graduate School July 7–18, A. A. Borovkov, Ergodicity and stability of stochastic processes, Wiley, Chichester, 1998, ISBNMRZbl 0

DocID: 1sRlG - View Document

Embedding machine learning in formal stochastic models of biological processes Jane Hillston School of Informatics, University of Edinburgh  29th October 2014

Embedding machine learning in formal stochastic models of biological processes Jane Hillston School of Informatics, University of Edinburgh 29th October 2014

DocID: 1sHGv - View Document

Stochastic Processes and their Applications–53  Self-collisions of superprocesses: renormalization and limit theorems Jay Rosen 1 Department of Mathematics, College of Staten Island, CUNY Staten Island, NY

Stochastic Processes and their Applications–53 Self-collisions of superprocesses: renormalization and limit theorems Jay Rosen 1 Department of Mathematics, College of Staten Island, CUNY Staten Island, NY

DocID: 1sGka - View Document