The following pages link to Tools for computational finance (Q5915496):
Displayed 18 items.
- Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
- Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974) (← links)
- Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Numerical pricing of options using high-order compact finite difference schemes (Q932713) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Pricing of American options, using the Brennan-Schwartz algorithm based on finite elements (Q2007600) (← links)
- Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- The impacts of uncertainties in a real options model under incomplete information (Q2467288) (← links)
- Parabolic variational inequalities: the Lagrange multiplier approach (Q2490006) (← links)
- Sensitivity Analysis and Optimal Control of Obstacle-Type Evolution Variational Inequalities (Q4610444) (← links)
- Parallelizing computation of expected values in recombinant binomial trees (Q4960568) (← links)
- Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
- Efficient numerical methods for pricing American options under stochastic volatility (Q5438239) (← links)
- (Q5862234) (← links)