Pages that link to "Item:Q4854602"
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The following pages link to The Mathematics of Financial Derivatives (Q4854602):
Displayed 50 items.
- Power-weighted densities for time series data (Q288591) (← links)
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- Problem of selecting an optimal portfolio with a probabilistic risk function (Q308568) (← links)
- Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
- Pricing derivatives with counterparty risk and collateralization: a fixed point approach (Q320989) (← links)
- Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation (Q340795) (← links)
- Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- A simple model for market booms and crashes (Q468121) (← links)
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Radial basis functions method for valuing options: a multinomial tree approach (Q515756) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028) (← links)
- Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
- Gamma-type operators and the Black-Scholes semigroup (Q630489) (← links)
- The role of the Crank-Gupta model in the theory of free and moving boundary problems (Q675711) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Two ways to solve, using Lie group analysis, the fundamental valuation equation in the double-square-root model of the term structure (Q718284) (← links)
- A direct algorithm in some free boundary problems (Q729702) (← links)
- Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392) (← links)
- Calibration of options on a reduced basis (Q837108) (← links)
- Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
- Option pricing on multiple assets (Q852003) (← links)
- Exact solutions of a model for asset prices by K. Takaoka (Q853866) (← links)
- A parabolic variational inequality arising from the valuation of strike reset options (Q860744) (← links)
- Dupire-like identities for complex options (Q869454) (← links)
- Convergence of free boundaries in discrete obstacle problems (Q878042) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217) (← links)
- The method of fundamental solutions for solving options pricing models (Q945379) (← links)
- Conservation law of strike price and inversion of the Black-Scholes formula (Q946558) (← links)
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- Solutions of two-factor models with variable interest rates (Q952075) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- Controllability and hedgibility of Black-Scholes equations with \(N\) stocks (Q983690) (← links)
- Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569) (← links)
- Monotone convergence of finite element approximations of obstacle problems (Q1001107) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- An efficient method for option pricing with discrete dividend payment (Q1004745) (← links)
- A software architecture framework for on-line option pricing (Q1009366) (← links)
- Options strategies with the risk adjustment (Q1011243) (← links)
- A mixed PDE/Monte-Carlo method for stochastic volatility models (Q1018129) (← links)
- A general framework for evaluating executive stock options (Q1027368) (← links)
- Exact null controllability of a semilinear parabolic equation arising in finance (Q1036641) (← links)
- Stochastic modeling of the growth process (Q1041314) (← links)
- Regime uncertainty and optimal investment timing (Q1042377) (← links)
- Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)