Pages that link to "Item:Q1294132"
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The following pages link to A more accurate finite difference approach to the pricing of contingent claims (Q1294132):
Displaying 7 items.
- Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (Q1342435) (← links)
- Numerical analysis of strategic contingent claims models (Q1386850) (← links)
- A finite volume approach for contingent claims valuation (Q2748866) (← links)
- Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem (Q2889587) (← links)
- (Q2997446) (← links)
- PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS (Q3400130) (← links)
- Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552) (← links)