The following pages link to (Q4349551):
Displaying 50 items.
- Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
- Pricing American bond options using a penalty method (Q445080) (← links)
- Upper and lower I/O bounds for pebbling \(r\)-pyramids (Q450538) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- On local regularization for an inverse problem of option pricing (Q548392) (← links)
- Local spectral time splitting method for first- and second-order partial differential equations (Q556317) (← links)
- Gamma-type operators and the Black-Scholes semigroup (Q630489) (← 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)
- Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
- Numerical valuation of discrete double barrier options (Q847225) (← links)
- Pricing multi-asset American-style options by memory reduction Monte Carlo methods (Q849756) (← links)
- Evaluating infinite range oscillatory integrals using generalised quadrature methods (Q857026) (← links)
- Reset and withdrawal rights in dynamic fund protection (Q868324) (← links)
- Invariance properties of a general bond-pricing equation (Q925045) (← links)
- Installment options close to expiry (Q937477) (← links)
- An optimal system and group-invariant solutions of the Cox-Ingersoll-Ross pricing equation (Q945217) (← links)
- A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations (Q947594) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
- On coordinate transformation and grid stretching for sparse grid pricing of basket options (Q952093) (← links)
- The early exercise region for Bermudan options on two underlyings (Q970053) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- Superconvergence estimates of finite element methods for American options (Q993293) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- Highly nonlinear model in finance and convergence of Monte Carlo simulations (Q1018139) (← links)
- Pricing algorithms of multivariate path dependent options (Q1347857) (← links)
- Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
- Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme. (Q1399766) (← links)
- Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II. (Q1412400) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- A modified binomial tree method for currency lookback options (Q1586084) (← links)
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
- Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
- Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
- Option pricing with Mellin transforms (Q1764950) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- Maximum-entropy approach with higher moments for solving Fokker-Planck equation (Q1848183) (← links)
- Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Numerical method for discrete double barrier option pricing with time-dependent parameters (Q2006488) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- The numerical simulation of Quanto option prices using Bayesian statistical methods (Q2066039) (← links)
- European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield (Q2114280) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
