Pages that link to "Item:Q3408356"
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The following pages link to Numerical Methods in Finance and Economics (Q3408356):
Displaying 19 items.
- Monte Carlo computation of the Laplace transform of exponential Brownian functionals (Q370901) (← links)
- A parametric approach for solving a class of generalized quadratic-transformable rank-two nonconvex programs (Q408205) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis (Q1719097) (← links)
- Invariance of Poisson measures under random transformations (Q1930650) (← links)
- Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
- Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- Pricing American options using a nonparametric entropy approach (Q2321382) (← links)
- Dynamic optimization models in finance: some extensions to the framework, models, and computation (Q2438425) (← links)
- Multiplicative noise, fast convolution and pricing (Q2879044) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- On relation between one multiple and a corresponding one-dimensional integral with applications (Q4987776) (← links)
- Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
- Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
- Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit (Q5168692) (← links)
- The Topology of Central Counterparty Clearing Networks and Network Stability (Q5413853) (← links)
- Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness (Q6156607) (← links)
