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~isPartOf:"International journal of theoretical and applied finance"
~person:"Bojarčenko, Svetlana I."
~person:"Madan, Dilip B."
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Bojarčenko, Svetlana I.
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International journal of theoretical and applied finance
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Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
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2
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
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3
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
4
Conic finance and the corporate balance sheet
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 587-610
Persistent link: https://www.econbiz.de/10009298528
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