Pages that link to "Item:Q925084"
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The following pages link to Mathematical models of financial derivatives (Q925084):
Displaying 50 items.
- Group classification of a generalization of the Heath equation (Q279866) (← links)
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
- A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529) (← links)
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Lie symmetry analysis for a parabolic Monge-Ampère equation in the optimal investment theory (Q1624669) (← links)
- Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
- Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
- On the methods of pricing American options: case study (Q1703539) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation (Q1710274) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
- Pricing spread options with stochastic interest rates (Q1719038) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Semismooth Newton methods with domain decomposition for American options (Q1747290) (← links)
- Path integral pricing of outside barrier Asian options (Q1782519) (← links)
- Finite maturity margin call stock loans (Q1785456) (← links)
- A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
- Pricing of American options, using the Brennan-Schwartz algorithm based on finite elements (Q2007600) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation (Q2057871) (← links)
- Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
- Flexibility to switch project size: a real option application for photovoltaic investment valuation (Q2094476) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- DNN expression rate analysis of high-dimensional PDEs: application to option pricing (Q2117328) (← links)
- Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
- Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
- Bayesian statistical inference for European options with stock liquidity (Q2156653) (← links)
- A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297) (← links)
- A general control variate method for Lévy models in finance (Q2178156) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
- Primal-dual active set method for pricing American better-of option on two assets (Q2205394) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
