A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps"
written by Liangliang Zhang,
published by Journal of Mathematical Finance, Vol.10 No.1, 2020

has been cited by the following article(s):

[1]	An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing
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[2]	Asset Allocation via Machine Learning
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[3]	An Analysis of Asymptotic Properties and Error Control under the Exponential Jump‐Diffusion Model for American Option Pricing
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[4]	Research Article An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing
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[5]	A General Framework of Derivatives Pricing
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[6]	Asset Allocation via Machine Learning and Applications to Equity Portfolio Management
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[1]	An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing Journal of Applied Mathematics, 2021 DOI:10.1155/2021/1049907

[2]	A General Framework of Derivatives Pricing Journal of Mathematical Finance, 2020 DOI:10.4236/jmf.2020.102016

[3]	Asset Allocation via Machine Learning and Applications to Equity Portfolio Management SSRN Electronic Journal , 2020 DOI:10.2139/ssrn.3722621

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