scientific article; zbMATH DE number 5562046
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Publication:3630867
zbMATH Open1165.91300MaRDI QIDQ3630867FDOQ3630867
Authors: Xuemin Ren, Lishang Jiang, Chenglong Xu, Shao-Hua Li 
Publication date: 4 June 2009
Title of this publication is not available (Why is that?)
Cited In (11)
- An inverse volatility problem of financial products linked with gold price
- A universal difference method for time-space fractional Black-Scholes equation
- Drift coefficient inversion problem of Kolmogorov-type equation
- Identifying the implied volatility using the total variation regularization
- A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation
- Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method
- Alternating segment explicit-implicit and implicit-explicit parallel difference method for the nonlinear Leland equation
- Robust valuation, arbitrage ambiguity and profit \& loss analysis
- On a Flexible Loan Repayment Method Depending on Borrower’s Asset with an Early Termination Clause
- Design of green bonds by double-barrier options
- A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation
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