The following pages link to (Q4266143):
Displaying 17 items.
- Positive solutions of a Dirichlet problem for a stationary nonlinear Black-Scholes equation (Q838065) (← links)
- Link-save trading (Q855369) (← links)
- An efficient method for option pricing with discrete dividend payment (Q1004745) (← links)
- Stationary solutions for two nonlinear Black--Scholes type equations. (Q1417603) (← links)
- Handbook of recent advances in commodity and financial modeling. Quantitative methods in banking, finance, insurance, energy and commodity markets (Q1707171) (← links)
- Solutions to a stationary nonlinear Black-Scholes type equation (Q1856977) (← links)
- Econometric methods for derivative securities and risk management (Q1969812) (← links)
- Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- Quantitative assessment of securitisation deals. Foreword by Anneli Peshkoff and Guido Bichisao (Q2429371) (← links)
- Modellierung derivater Finanzinstrumente (Q3057921) (← links)
- Fast swaption pricing under the market model with a square-root volatility process (Q3498563) (← links)
- Estimating Security Price Derivatives Using Simulation (Q4363594) (← links)
- Maxentropic construction of risk neutral measures: discrete market models (Q4784302) (← links)
- Approximate solutions to second order parabolic equations. I: Analytic estimates (Q5253970) (← links)
- (Q5297851) (← links)
- CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)
