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Latest additions: 2021-01-14 02:23 Linear Stochastic Dividend Model Willems, Sander International Journal Of Theoretical And Applied Finance, 23 (7), 2050044 (2020) 01 November 2020 | Journal Articles | Detailed record - Similar records 2020-07-19 02:30 Systemic Risk in Networks with a Central Node Amini, Hamed ; Filipovic, Damir ; Minca, Andreea Siam Journal On Financial Mathematics, 11 (1), 60-98 (2020) 01 January 2020 | Journal Articles | Detailed record - Similar records 2020-06-28 02:21 Lifetime investment and consumption with recursive preferences and small transaction costs Melnyk, Yaroslav ; Muhle-Karbe, Johannes ; Seifried, Frank Thomas Mathematical Finance, 30 (3), 1135-1167 (2020) 01 July 2020 | Journal Articles | Detailed record - Similar records 2020-04-09 02:21 Markov cubature rules for polynomial processes Filipovic, Damir ; Larsson, Martin ; Pulido, Sergio Stochastic Processes And Their Applications, 130 (4), 1947-1971 (2020) 01 April 2020 | Journal Articles | Detailed record - Similar records 2019-11-24 02:23 Insurance: models, digitalization, and data science Albrecher, Hansjorg ; Bommier, Antoine ; Filipovic, Damir ; Koch-Medina, Pablo[...] European Actuarial Journal, 9 (2), 349-360 (2019) 01 December 2019 | Journal Articles | Detailed record - Similar records 2019-11-13 12:00 PDF EPFL_TH9592 Pricing interest rate, dividend, and equity risk Willems, Sander Félix M ; Filipovic, Damir 2019 | Theses | Detailed record - Similar records 2019-10-19 02:22 Linear credit risk models Ackerer, Damien ; Filipovic, Damir Finance And Stochastics, 24, 169-214 (2020) 2020 | Journal Articles | Detailed record - Similar records 2019-07-24 02:25 Option pricing with orthogonal polynomial expansions Ackerer, Damien ; Filipovic, Damir Mathematical Finance, 30 (1), 47-84 (2020) 2020 | Journal Articles | Detailed record - Similar records 2019-06-18 11:47 A New Approach For American Option Pricing: The Dynamic Chebyshev Method Glau, Kathrin ; Mahlstedt, Mirco ; Poetz, Christian Siam Journal On Scientific Computing, 41 (1), B153-B180 (2019) 01 January 2019 | Journal Articles | Detailed record - Similar records 2019-06-18 11:47 Asian option pricing with orthogonal polynomials Willems, Sander Quantitative Finance, 19 (4), 605-618 (2019) 03 April 2019 | Journal Articles | Detailed record - Similar records [>> more]