Pages that link to "Item:Q859866"

The following pages link to Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866):

Displaying 9 items.

• Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
• A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
• Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
• A semi-Lagrangian method for the weather options of mean-reverting Brownian motion with jump-diffusion (Q2006652) (← links)
• Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
• Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks (Q3304790) (← links)