490106. Financial mathematics
| Title | 490106. Financial mathematics |
|---|---|
| Parent | 4901. Applied mathematics |
Latest research outputs
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Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading
Taranto, Aldo and Khan, Shahjahan. 2021. "Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading." Journal of Mathematics and Statistics. 17 (1), pp. 22-29. https://doi.org/10.3844/jmssp.2021.22.29Article
Bi-directional grid constrained stochastic processes and their applications in mathematical finance
Taranto, Aldo. 2022. Bi-directional grid constrained stochastic processes and their applications in mathematical finance. PhD Thesis Doctor of Philosophy. University of Southern Queensland. https://doi.org/10.26192/q7q62PhD Thesis
Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading
Taranto, Aldo and Khan, Shahjahan. 2020. "Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading." Imomov, Azam, Purtukhia, Omar, Moiseeva, Svetlana and Tursunov, Bayramali (ed.) Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020). Karshi, Uzbekistan 25 Sep 2020 Karshi, Uzbekistan.Paper
Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes
Taranto, Aldo and Khan, Shahjahan. 2020. "Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes." Journal of Mathematics and Statistics. 16 (1), pp. 182-197. https://doi.org/10.3844/jmssp.2020.182.197Article
Bi-directional grid absorption barrier constrained stochastic processes with applications in finance and investment
Taranto, Aldo and Khan, Shahjahan. 2020. "Bi-directional grid absorption barrier constrained stochastic processes with applications in finance and investment." Risk Governance & Control: Financial Markets & Institutions. 10 (3), pp. 20-33. https://doi.org/10.22495/rgcv10i3p2Article
Financial crisis of metaphor
Phillips, Peter J.. 2010. "Financial crisis of metaphor." The Review of Austrian Economics. 23 (3), pp. 223-242. https://doi.org/10.1007/s11138-010-0104-6Article