Pages that link to "Item:Q627249"
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The following pages link to Boundary conditions for the single-factor term structure equation (Q627249):
Displaying 20 items.
- A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529) (← links)
- A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
- Boundary-degenerate elliptic operators and Hölder continuity for solutions to variational equations and inequalities (Q1683355) (← links)
- Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
- Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
- Minimal Root's embeddings for general starting and target distributions (Q2289795) (← links)
- Efficient and stable numerical solution of the Heston–Cox–Ingersoll–Ross partial differential equation by alternating direction implicit finite difference schemes (Q2874319) (← links)
- Boundary conditions for computing densities in hybrid models via PDE methods (Q3145084) (← links)
- Perturbations of local maxima and comparison principles for boundary-degenerate linear differential equations (Q3298964) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
- BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
- Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)
- Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions (Q5496621) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- Maximum Principles for Boundary-Degenerate Second Order Linear Elliptic Differential Operators (Q5746975) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- Sticky Feller diffusions (Q6165209) (← links)
- A detection problem with a monotone observation rate (Q6496992) (← links)
- Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market (Q6556141) (← links)
