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This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these models are discussed in great detail. It is shown that the geometric Levy process (GL…
Machine generated contents note: Chapter 1 Introduction. -- 1.1 Probability metrics. -- 1.2 Applications in finance. -- Chapter 2 Probability distances and metrics. -- 2.1 Introduction. -- 2.2 Some examples of probability metrics. -- 2.2.1 Engineer's metric. -- 2.2.2 Uniform (or…
A step-by-step introduction to modeling, training, and forecasting using wavelet networks Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification presents the statistical model identification framework that is needed to successfully apply w…
Mathematics of finance: proceedings of an AMS-IMS-SIAM Joint Summer Resea…
by Institute of Mathematical Sciences (New York, N.Y.), Society for Industrial and Applied Mathematics (U.S.), AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences, (Snowbird (UT)), Yin, G. George, American Mathematical Society, AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, (Snowbird (UT))
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