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Numerical Methods in Finance and Economics: A MATLAB-Based Introduction
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Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (2006)Numerical Methods in Finance and Economic…Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations (2023)Fractional Brownian motion in…Finite-Element Methods (2012)Finite-Element MethodsMathematics for Finance (2010)Mathematics for FinanceNumerical Methods for Finance (2007)Numerical Methods for FinanceThe Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Coherent Measures of Risk (1999)Fractional Brownian Motions, Fractional Noises and Applications (1968)Analysis of Financial Time Series (2006)Options, Futures, and Other Derivative Securities. (1990)Monte Carlo Methods in Financial Engineering (2003)ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS: IMPACT OF VOLATILITIES AND CORRELATIONS (2011)Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks (2014)The Effects of a Low Interest Rate Environment on Life Insurers (2015)“Options, Futures, and Other Derivatives” (2016)
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  • 2007Numerical Methods for Finance56 cited
  • 2012Finite-Element Methods46 cited
  • 2023Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations19 cited
  • 2010Mathematics for Finance18 cited

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