Pages that link to "Item:Q1046556"

The following pages link to Obstacle problem for arithmetic Asian options (Q1046556):

Displaying 8 items.

• Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
• Mathematical analysis of obstacle problems for pricing fixed-rate mortgages with prepayment and default options (Q1681008) (← links)
• Singular risk-neutral valuation equations (Q1761441) (← links)
• Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options (Q2274018) (← links)
• Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
• Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499) (← links)
• A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition (Q2674299) (← links)
• Left-invariance for smooth vector fields and applications (Q6596292) (← links)