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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"The journal of computational finance"
~subject:"Derivat"
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Discussion papers of interdisciplinary research project 373
The journal of computational finance
International journal of theoretical and applied finance
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Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
2
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Calvo-Garrido, M. C.
;
Ehrhardt, Matthias
;
Vázquez, Carlos
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 81-107
Persistent link: https://www.econbiz.de/10011689686
Saved in:
3
Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive combination technique
Benk, Janos
;
Pflüger, Dirk
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 75-104
Persistent link: https://www.econbiz.de/10011848349
Saved in:
4
An efficient numerical partial differential equation approach for pricing foreign exchange interest rate hybrid derivatives
Dang, Duy Minh
;
Christara, Christina C.
;
Jackson, Kenneth R.
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 39-93
Persistent link: https://www.econbiz.de/10011441260
Saved in:
5
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
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