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Black-Scholes model
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Black-Scholes-Modell
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Option pricing theory
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4
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Ehrhardt, Matthias
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Ankudinova, Julia
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Bordag, Ljudmila A.
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Chen, Zhuliang
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Company, Rafael
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Eydenberg, Michael
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Nonlinear models in mathematical finance : new research trends in option pricing
12
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ECONIS (ZBW)
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Nonlinear models in option pricing : an introduction
Ehrhardt, Matthias
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 1-19)
.
2008
Persistent link: https://www.econbiz.de/10011954411
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2
Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations
Zakamouline, Valeri
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 23-65)
.
2008
Persistent link: https://www.econbiz.de/10011954415
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3
Utility indifference pricing with market incompleteness
Monoyios, Michael
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 67-100)
.
2008
Persistent link: https://www.econbiz.de/10011954430
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4
Pricing options in illiquid markets : symmetry reductions and exact solutions
Bordag, Ljudmila A.
;
Frey, Rüdiger
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 103-129)
.
2008
Persistent link: https://www.econbiz.de/10011954433
Saved in:
5
Distributional solutions to an integro-differential parabolic problem arising on financial mathematics
Mariani, Maria Christina
;
Eydenberg, Michael
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 131-146)
.
2008
Persistent link: https://www.econbiz.de/10011954436
Saved in:
6
A semidiscretisation method for solving nonlinear Black-Scholes equations : numerical analysis and computing
Jódar, Lucas
;
Company, Rafael
;
Pintos, José Ramón
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 149-171)
.
2008
Persistent link: https://www.econbiz.de/10011954437
Saved in:
7
Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation
Ševčovič, Daniel
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 173-218)
.
2008
Persistent link: https://www.econbiz.de/10011954443
Saved in:
8
Global in space numerical computation for the nonlinear Black-Scholes equation
Ishimura, Naoyuki
;
Imai, Hitoshi
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 219-242)
.
2008
Persistent link: https://www.econbiz.de/10011954462
Saved in:
9
Fixed domain transformations and split-step finite difference schemes for nonlinear black-scholes equations for American options
Ankudinova, Julia
;
Ehrhardt, Matthias
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 243-272)
.
2008
Persistent link: https://www.econbiz.de/10011954473
Saved in:
10
Pricing hydroelectric power plants with/without operational restrictions : a stochastic control approach
Chen, Zhuliang
;
Forsyth, Peter
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 273-301)
.
2008
Persistent link: https://www.econbiz.de/10011954476
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