The following pages link to (Q5709400):
Displaying 50 items.
- Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing (Q255503) (← links)
- Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
- Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
- Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models (Q402981) (← links)
- Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← links)
- American lookback option with fixed strike price-2-D parabolic variational inequality (Q640996) (← links)
- Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model (Q890155) (← links)
- General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
- An optimal control model for reducing and trading of carbon emissions (Q1619124) (← links)
- Option price and market instability (Q1620477) (← links)
- Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
- Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- Stock loan valuation under a stochastic interest rate model (Q2006468) (← links)
- A new weak solution to an optimal stopping problem (Q2026587) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- On the practical point of view of option pricing (Q2101128) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
- Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
- Free boundary problem pricing defaultable corporate bonds with multiple credit rating migration risk and stochastic interest rate (Q2132325) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
- Free boundaries of credit rating migration in switching macro regions (Q2197188) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- Primal-dual active set method for pricing American better-of option on two assets (Q2205394) (← links)
- Removing non-smoothness in solving Black-Scholes equation using a perturbation method (Q2233096) (← links)
- Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
- Equity value, bankruptcy, and optimal dividend policy with finite maturity -- variational inequality approach with discontinuous coefficient (Q2262007) (← links)
- A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior (Q2284922) (← links)
- A free boundary problem for corporate bond with credit rating migration (Q2348504) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- Schauder theory for a parabolic equation in a wedge-shaped domain (Q2458715) (← links)
- The credit risk and pricing of OTC options (Q2471735) (← links)
- Pricing of perpetual American and Bermudan options by binomial tree method (Q2480271) (← links)
- Dynkin game of convertible bonds and their optimal strategy (Q2515117) (← links)
- OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
- An Asymptotic Method to a Financial Optimization Problem (Q3401709) (← links)
- American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach (Q3515079) (← links)
- Mathematical analysis of a variational inequality modelling perpetual executive stock options (Q4594535) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- The survival probability of the SABR model: asymptotics and application (Q4619520) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations (Q4687370) (← links)
