Refine your search

Your search returned 3282 results.

Sort
Results
3101.
A Mean-Field Game Approach to Equilibrium Pricing in Renewable Energy Certificate Markets. by
  • Jaimungal, Sebastian
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3102.
Weak Approximations and Vix Option Prices Expansions in Rough Forward Variances Models. by
  • Gobet, Emmanuel
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3103.
A new look at absence of arbitrage. by
  • Schweizer, Martin
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3104.
Joint Modelling and Calibration of SPX and VIX by Optimal Transport. by
  • Obloj, Jan
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3105.
VIX-constrained Schrödinger bridges: joint calibration of SPX and VIX smiles with continuous stochastic volatility models. by
  • Guyon, Julien
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3106.
Differential Machine Learning. by
  • Savine, Antoine
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3107.
Pricing with Variance Gamma Information. by
  • Hughston, L. P, 1951-
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3108.
Semi-martingale Signatures. by
  • Teichmann, Josef
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3109.
Things we think we know. by
  • Rogers, Cris (Leonard Christopher Gordon)
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3110.
Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality. by
  • Frittelli, M. (Marco)
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3111.
A Data-Driven Market Simulator for Small Data Environments. by
  • Horvath, Blanka
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3112.
Diamond trees and the forest expansion. by
  • Gatheral, Jim
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3113.
Quantile Diffusions. by
  • Macrina, Andrea
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3114.
Smile Modelling for Exchange-Traded Products on Futures Strategies. by
  • Grasselli, Martino
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3115.
Dynamics of fake news. by
  • Pinto, Alberto Adrego
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3116.
On the FITTING of the Term Structure ShortEnd. by
  • Varga, Gyorgy
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3117.
Is there a Golden Parachute in Sannikov’s principal-agent problem? by
  • Touzi, Nizar
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3118.
Convex stochastic optimization. by
  • Pennanen, Teemu
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3119.
Monetary policy responses to Covid-19: a comparison with the 2008 crisis and implications for the future of central banking. by
  • Grasselli, Matheus
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Online access:
Availability: No items available.

3120.
Graphs of Hecke operators, orthogonal periods, and prime numbers in short intervals/ Valdir José Pereira Júnior. by
  • Pereira Júnior, Valdir José
  • Lorscheid, Oliver [orientador]
  • Defesa de Tese
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
Other title:
  • Grafos de operadores de Hecke, períodos ortogonais, e números primos em intervalos curtos
Online access:
Availability: No items available.

Pages
© 2023 IMPA Library | Customized & Maintained by Sérgio Pilotto


Powered by Koha