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1
Multi-Asset Portfolio Management Including Fixed Income Securities by Value at Risk based Models in Iran Market
Published 2022-09-01Subjects: “…multi-asset portfolio…”
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2
Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time
Published 2023-05-01Subjects: “…multi-asset…”
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3
Pricing multi-asset options with tempered stable distributions
Published 2024-08-01Subjects: “…Multi-asset option pricing…”
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4
Multi-assets Asian rainbow options pricing with stochastic interest rates obeying the Vasicek model
Published 2023-03-01Subjects: Get full text
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5
Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab<sup>®</sup> Code)
Published 2021-11-01Subjects: Get full text
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6
Optimal Design of Multi-Asset Options
Published 2025-01-01Subjects: “…multi-asset derivative…”
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7
Multi-asset option pricing using an information-based model
Published 2020-11-01Subjects: Get full text
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8
Deep Learning Artificial Neural Network for Pricing Multi-Asset European Options
Published 2025-02-01Subjects: “…multi-asset option…”
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9
Three-Layer Artificial Neural Network for Pricing Multi-Asset European Option
Published 2024-09-01Subjects: “…multi-asset option…”
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10
European and American Options Valuation by Unsupervised Learning with Artificial Neural Networks
Published 2020-08-01Subjects: Get full text
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11
A local radial basis function method for high-dimensional american option pricing problems
Published 2018-02-01Subjects: Get full text
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12
Financial Option Valuation by Unsupervised Learning with Artificial Neural Networks
Published 2020-12-01Subjects: Get full text
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13
Enhancing portfolio resilience during crisis periods: Lessons from BRICS indices and multi asset strategies
Published 2023-10-01Subjects: Get full text
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14
Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk
Published 2023-12-01Subjects: “…multi-asset pricing model…”
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15
Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)
Published 2019-11-01Subjects: “…multi-asset portfolios…”
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16
Detection of arbitrage opportunities in multi-asset derivatives markets
Published 2021-12-01Subjects: Get full text
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17
Inhomogeneous Random Evolutions: Limit Theorems and Financial Applications
Published 2019-05-01Subjects: Get full text
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