Browse by Fields of Research (ANZSRC 2008)
 | Up a level |
- Fields of Research (FOR 2008) (23370)
- 01 Mathematical Sciences (991)
- 0102 Applied Mathematics (337)
- 010205 Financial Mathematics (4)
- 0102 Applied Mathematics (337)
- 01 Mathematical Sciences (991)
Taranto, Aldo 
ORCID: https://orcid.org/0000-0001-6763-4997 and Khan, Shahjahan
(2020)
Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes.
Journal of Mathematics and Statistics, 16 (1).
pp. 182-197.
ISSN 1549-3644
Taranto, Aldo ORCID: https://orcid.org/0000-0001-6763-4997 and Khan, Shahjahan
(2020)
Bi-directional grid absorption barrier constrained stochastic processes with applications in finance and investment.
Risk Governance & Control: Financial Markets & Institutions, 10 (3).
pp. 20-33.
ISSN 2077-429X
Taranto, Aldo ORCID: https://orcid.org/0000-0001-6763-4997 and Khan, Shahjahan
(2020)
Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading.
In: Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020), 25 Sept 2020, Karshi, Uzbekistan.
Phillips, Peter J. (2010) Financial crisis of metaphor. Review of Austrian Economics, 23 (3). pp. 223-242. ISSN 0889-3047