Mixed Monte Carlo And PDE Variance Reduction Method For Foreign Exchange Options Under The Heston-CIR Model, Variance Reduction Method For Foreign Exchange Options Under The Heston-CIR Model, Modelling Of Dependence In High-Dimensional Financial Time Seri

摘要

Following system is investigated with its concomitant properties: Mixed Monte Carlo And PDE Variance Reduction Method For Foreign Exchange Options Under The Heston-CIR Model, Variance Reduction Method For Foreign Exchange Options Under The Heston-CIR Model, Modelling Of Dependence In High-Dimensional Financial Time Series, Cluster-Derived Canonical Vines, Forward Equation For Barrier Options Under The Brunick & Shreve Markovian Projection, Stochastic Finite Differences And Multilevel Monte Carlo For A Class Of Spdes In Finance, On The Use Of Computer Programs As Money, Money Is A Technology For Promoting Economic Prosperity, Asymmetric Volatility Connectedness On Forex Markets, Applications Of Physics In Financial Analysis Long Memory And Volatility Clustering, Modelling The Impact Of Financialization On Agricultural Commodity....?The full paper: http://www.iiste.org/PDFshare/APTA-PAGENO-642072-648790.pdf.