On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1088/1469-7688/2/5/302 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2048401671 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2702368 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5528082 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999065 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Methods for Convection-Dominated Diffusion Problems Based on Combining the Method of Characteristics with Finite Element or Finite Difference Procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: One-Parameter Semigroups for Linear Evolution Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two singular diffusion problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-order Sturm-Liouville difference equations and orthogonal polynomials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3215519 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4325514 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the transport-diffusion algorithm and its applications to the Navier-Stokes equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3836536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Mathematics of Financial Derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3594586 / rank
 
Normal rank

Latest revision as of 20:35, 17 July 2024

scientific article; zbMATH DE number 7001538
Language Label Description Also known as
English
On a semi-spectral method for pricing an option on a mean-reverting asset
scientific article; zbMATH DE number 7001538

    Statements

    Identifiers