The following pages link to (Q4226819):
Displaying 12 items.
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- The volatility target effect in structured investment products with capital protection (Q1621618) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
- What if versus probabilistic scenarios: a neuroscientific analysis (Q2241072) (← links)
- Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708) (← links)
- Numerical investigation of laminar flows through 90-degree diversions of rectangular cross-section (Q2564637) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
