- Analytic Approximation for Bachelier Option Prices and Applications
2026/05/03 by Elisa Alòs, Òscar Burés · 1 voice
Economics, Econometrics and Finance · #Asset (computer security) #Control variates #Diverse Specialized Academic Research #Economic theories and models #Financial asset #Implied volatility #Monte Carlo method #Stochastic processes and financial applications #Stochastic volatility #Taylor series #Variance (accounting) #Volatility (finance) #q-fin.CP
- Explaining Agent-Based Financial Market Simulation
2019/09/25 by David R. Byrd, David Byrd, Byrd, David · 5 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Artificial intelligence #Asset (computer security) #Bayesian probability #Complex Systems and Time Series Analysis #Computer science #Computer security #Economics #Finance #Financial Markets and Investment Strategies #Financial asset #Financial market #Heuristic #Machine learning #Order (exchange) #Process (computing) #Series (stratigraphy) #Simple (philosophy) #Stock Market Forecasting Methods #Value (mathematics) #cs.MA #q-fin.TR