cicyt UNIZAR

Computational Finance

Authors and titles for q-fin.CP in Mar 2018

[ total of 4 entries: 1-4 ]
[ showing up to 25 entries per page: fewer | more ]
[1]  arXiv:1803.02019 [pdf, ps, other]
Title: Modelling stock correlations with expected returns from investors
Subjects: Computational Finance (q-fin.CP); Statistical Finance (q-fin.ST)
[2]  arXiv:1803.03364 (cross-list from q-fin.PR) [pdf, other]
Title: Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation
Comments: 45 pages, 9 figures, 3 tables, available at SSRN: this https URL
Subjects: Pricing of Securities (q-fin.PR); Computational Finance (q-fin.CP); Applications (stat.AP); Computation (stat.CO)
[3]  arXiv:1803.04591 (cross-list from q-fin.ST) [pdf, other]
Title: A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control
Comments: accepted at the European Control Conference 2018
Subjects: Statistical Finance (q-fin.ST); Computational Finance (q-fin.CP)
[4]  arXiv:1803.06653 (cross-list from q-fin.ST) [pdf]
Title: Modeling stock markets through the reconstruction of market processes
Comments: 49 pages, dissertation
Subjects: Statistical Finance (q-fin.ST); Computational Finance (q-fin.CP)
[ total of 4 entries: 1-4 ]
[ showing up to 25 entries per page: fewer | more ]

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