Capture Basin Algorithm for Evaluating and Managing Complex Financial Instruments
Year of publication: |
2006-07-04
|
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Authors: | Pujal, Dominique ; Saint-Pierre, Patrick |
Institutions: | Society for Computational Economics - SCE |
Subject: | Viability | Capture Basin Algorithm | Finance |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 186 |
Classification: | C73 - Stochastic and Dynamic Games ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Arbitrage in securities markets with short-sales constraints
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Guaranteed Inertia Functions in Dynamical Games.
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Guaranteed Inertia Functions in Dynamical Games
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Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty
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Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty.
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L' algorithme du bassin de capture appliqué à l'évaluation d'options
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