Pages that link to "Item:Q387081"

The following pages link to Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081):

Displaying 2 items.

• Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models (Q2041144) (← links)
• A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms (Q2418464) (← links)