Pages that link to "Item:Q4626487"
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The following pages link to Novel Methods in Computational Finance (Q4626487):
Displaying 30 items.
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- Modeling of Herding and Wealth Distribution in Large Markets (Q4626489) (← links)
- Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)
- Negative Rates: New Market Practice (Q4626492) (← links)
- Accurate Vega Calculation for Bermudan Swaptions (Q4626494) (← links)
- Modelling and Calibration of Stochastic Correlation in Finance (Q4626495) (← links)
- Lie Group Analysis of Nonlinear Black-Scholes Models (Q4626496) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- Stochastic Dynamic Programming and Control of Markov Processes (Q4626499) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Modified Barrier Penalization Method for Pricing American Options (Q4626502) (← links)
- Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
- Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504) (← links)
- A Highly Efficient Numerical Method for the SABR Model (Q4626505) (← links)
- PDE Methods for SABR (Q4626507) (← links)
- Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
- Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform Grids (Q4626510) (← links)
- High Order Compact Schemes for Option Pricing with Liquidity Shocks (Q4626511) (← links)
- Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique (Q4626514) (← links)
- Splitting Methods for Fokker-Planck Equations Related to Jump-Diffusion Processes (Q4626515) (← links)
- A Fokker-Planck Based Approach to Control Jump Processes (Q4626516) (← links)
- Proper Orthogonal Decomposition in Option Pricing (Q4626517) (← links)
- Alternative Parallel Strategies for Linear and Nonlinear PDEs in Option Pricing (Q4626520) (← links)
- Modern Monte Carlo Methods and GPU Computing (Q4626521) (← links)
- Sparse Grid Combination Technique for Hagan SABR/LIBOR Market Model (Q4626522) (← links)
- Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
- Using Python to Analyse Financial Markets (Q4626526) (← links)
- The STRIKE Computational Finance Toolbox (Q4626527) (← links)