Pages that link to "Item:Q6102949"
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The following pages link to Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949):
Displaying 4 items.
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem (Q5498616) (← links)
- Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding (Q6543319) (← links)
- Optimal harvesting policy for biological resources with uncertain heterogeneity for application in fisheries management (Q6594242) (← links)