Geodesic

Tome 84 (2015) no. 2

Sommaire

Option pricing with dynamically correlated stochastic interest rate
p. 179-190
Investment strategies in defined-contribution pension schemes
p. 191-204
Stress testing for risk-averse stochastic programs
p. 205-217
Numerical solution of a stochastic control problem of option pricing for a liquidity switching market
p. 219-228
Mathematical Formalization of Macroeconomic Stabilization Policy in a High-dimensional Dynamic Keynesian Model with Public Debt Accumulation
p. 229-242
High order combination technique for the efficient pricing of basket options
p. 243-253
Finite difference schemes for a nonlinear Black-Scholes model with transaction cost and volatility risk
p. 255-266
Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints
p. 267-281
Incentive to vaccinate: A synthesis of two approaches
p. 283-296
Two Approaches to Solving $l_1$-Regularized Least Squares with Application to Truss Topology Design
p. 297-308
Alternating direction explicit methods for convection diffusion equations
p. 309-325