Pages that link to "Item:Q2770163"
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The following pages link to Probabilistic numerical approach for PDE and its application in the valuation of European options (Q2770163):
Displaying 5 items.
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics (Q2452612) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Leader Authenticity in Intercultural School Contexts (Q4937494) (← links)