The following pages link to Michael D. Marcozzi (Q442746):
Displaying 22 items.
- Asset liquidity and the valuation of derivative securities (Q442747) (← links)
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- (Q702594) (redirect page) (← links)
- A numerical analysis of variational valuation techniques for derivative securities (Q702595) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210) (← links)
- Well-posedness of linear ultraparabolic equations on bounded domains (Q1745966) (← links)
- On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) (← links)
- On the approximation solvability of a class of strongly nonlinear elliptic problems on unbounded domains (Q1863448) (← links)
- Probabilistic interpretation of solutions of linear ultraparabolic equations (Q2337246) (← links)
- Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
- On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics (Q2706472) (← links)
- (Q3841947) (← links)
- (Q4326715) (← links)
- On the approximate solvability of a strongly nonlinear transmission problem from macrobiology (Q4343112) (← links)
- Variational methods for the potential flow past an airfoil (Q4385722) (← links)
- On the Valuation of Asian Options by Variational Methods (Q4442105) (← links)
- (Q4651334) (← links)
- (Q4871112) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
