01 Mathematical Sciences

Browse by

Sub-communities within this community

Recent Submissions

Generalised linear mixed model analysis via sequential Monte Carlo sampling

Fan Y.; Leslie David; Wand Matt (Institute of Mathematical Statistics, United States, 2008)
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary

Farmer J; Gerig Austin; Lillo Fabrizio; Mike Szabolcs (Routledge, USA, 2006)
Quasi-Monte Carlo for finance beyond Black-Scholes

Baldeaux Jan (Australian Mathematical Scoiety, Australia, 2008)
Exchange Options Under Jump-Diffusion Dynamics

Cheang Gerald; Chiarella Carl (Routledge, Abingdon, UK, 2011)
The British Russian option

Glover Kristoffer; Peskir G; Samee F (Taylor and Francis, England, United Kingdom, 2011)