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

Abstract

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....

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