The following pages link to M. Fakharany (Q298604):
Displaying 10 items.
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- Optimal 3-dimensional search model to find the underwater randomly hidden target (Q2247686) (← links)
- 2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models (Q4562628) (← links)
- (Q5418144) (← links)
- A unified approach to solving parabolic Volterra partial integro-differential equations for a broad category of kernels: numerical analysis and computing (Q6197606) (← links)
