Pages that link to "Item:Q925084"
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The following pages link to Mathematical models of financial derivatives (Q925084):
Displaying 50 items.
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
- Expected shortfall computation with multiple control variates (Q2293929) (← links)
- Group classification of a generalized Black-Scholes-Merton equation (Q2299877) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- Path-dependent game options: a lookback case (Q2447511) (← links)
- A multinomial tree model for pricing credit default swap options (Q2513334) (← links)
- Symmetry analysis of a model for the exercise of a barrier option (Q2513470) (← links)
- A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
- Iteratively regularized Landweber iteration method: convergence analysis via Hölder stability (Q2662578) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- On a Multilevel Preconditioner and its Condition Numbers for the Discretized Laplacian on Full and Sparse Grids in Higher Dimensions (Q2950232) (← links)
- Modellierung derivater Finanzinstrumente (Q3057921) (← links)
- Mathematical modelling of system trade in currencies, shares, and financial futures (Q3365767) (← links)
- On the singular limit of solutions to the CIR interest rate model with stochastic volatility (Q3552444) (← links)
- (Q4266143) (← links)
- (Q4349551) (← links)
- (Q4370177) (← links)
- Financial Derivatives and Partial Differential Equations (Q4417693) (← links)
- (Q4446069) (← links)
- Valuation of American options under the CGMY model (Q4554225) (← links)
- Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
- The calibration of volatility for option pricing models with jump diffusion processes (Q4622837) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- (Q4866630) (← links)
- (Q4968642) (← links)
- (Q4994283) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- REAL OPTION SIGNALING GAMES OF DEBT FINANCING USING EQUITY GUARANTEE SWAPS UNDER ASYMMETRIC INFORMATION (Q5148001) (← links)
- An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- The pricing of basket-spread options (Q5247278) (← links)
- Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
- Short Rate as a Sum of Two CKLS-Type Processes (Q5274951) (← links)
- (Q5454998) (← links)
- Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
- Option Pricing in Illiquid Markets with Jumps (Q5742994) (← links)
- Financial models with defaultable numéraires (Q5743119) (← links)
- The Value of a Two-Sided Real Swaption (Q5882283) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
