Amanote Research

Amanote Research

    RegisterSign In

Discover open access scientific publications

Search, annotate, share and cite publications


Publications by Marc Decamps

Applications of Δ-Function Perturbation to the Pricing of Derivative Securities

Physica A: Statistical Mechanics and its Applications
StatisticsCondensed Matter PhysicsProbability
2004English

Related publications

Nonparametric Pricing of Interest Rate Derivative Securities

Econometrica
EconomicsEconometrics
1996English

Pricing and Hedging Derivative Securities With Neural Networks: Bayesian Regularization, Early Stopping, and Bagging

IEEE Transactions on Neural Networks
2001English

A Simple Unified Model for Pricing Derivative Securities With Equity, Interest-Rate, and Default Risk

SSRN Electronic Journal
2003English

Hedging Derivative Securities With Genetic Programming

International Journal of Intelligent Systems in Accounting, Finance & Management
1999English

About a Certain “Anomaly” in the Pricing of Debt Securities

Metody Ilościowe w Badaniach Ekonomicznych
2019English

Asset Pricing in Multiperiod Securities Markets

Econometrica
EconomicsEconometrics
1988English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

Journal of Housing Economics
EconomicsEconometrics
2011English

The Second-Order Contingent Derivative of Generalized Perturbation Maps

Science and Technology Development Journal - Natural Sciences
2018English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

SSRN Electronic Journal
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy