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  • Search: subject:"Homotopy analysis method"
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Subject
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Homotopy analysis method 9 Option pricing theory 6 Optionspreistheorie 6 Option trading 5 Optionsgeschäft 5 homotopy analysis method 4 Black-Scholes model 3 Black-Scholes-Modell 3 Markov chain 3 Markov-Kette 3 Stochastic process 3 Stochastischer Prozess 3 regime switching 3 American options 2 Barrier options 2 Black-Scholes PDE 2 Financial Crisis 2 Homotopy Analysis Method 2 Lévy processes 2 Markov-modulated geometric Brownian motion 2 Optimal exercise boundary 2 Options 2 Theorie 2 Theory 2 Variance gamma model 2 free boundary problem 2 option pricing 2 Ambiguity 1 American put options 1 Barrier option 1 Convertible bond 1 Derivat 1 Derivative 1 Fin efficiency 1 Financial analysis 1 Financial crisis 1 Finanzanalyse 1 Finanzkrise 1 General utility function 1 Hamilton-Jacobi-Bellman (HJB) equation 1
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Undetermined 10 Free 2 CC license 1
Type of publication
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Article 16
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Article 1
Language
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English 9 Undetermined 7
Author
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Zhu, Song-Ping 6 Chan, Leunglung 4 Cheng, Jun 2 Sakuma, Takayuki 2 Yamada, Yuji 2 Chen, Peimin 1 El-Khatib, Youssef 1 He, Yong 1 Inc, Mustafa 1 Kim, Jeong-Hoon 1 Ma, Guiyuan 1 Park, Sang-Hyeon 1 Parvaneh, Foroud 1 Raftari, Behrouz 1 Vajravelu, Kuppalapalle 1 Wang, Xiaoyang 1 Youssef, El-Khatib 1 Zhang, Jin 1 Zhang, Jin E. 1 Zhou, Xia 1
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Published in...
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Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1 Energy 1 IMA journal of management mathematics 1 International journal of financial engineering 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Mathematical Economics Letters 1 Mathematical economics letters 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics and financial economics 1 Quantitative Finance 1 Review of Derivatives Research 1 Review of derivatives research 1 Statistics & Probability Letters 1 The North American journal of economics and finance : a journal of financial economics studies 1
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Source
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ECONIS (ZBW) 8 RePEc 7 EconStor 1
Showing 11 - 16 of 16
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Homotopy analysis of the magnetohydrodynamic flow and heat transfer of a second grade fluid in a porous channel
Raftari, Behrouz; Parvaneh, Foroud; Vajravelu, Kuppalapalle - In: Energy 59 (2013) C, pp. 625-632
a channel with porous wall. HAM (Homotopy analysis method) is used to obtain analytical solutions of the governing …
Persistent link: https://www.econbiz.de/10010808326
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A semi-analytic pricing formula for lookback options under a general stochastic volatility model
Park, Sang-Hyeon; Kim, Jeong-Hoon - In: Statistics & Probability Letters 83 (2013) 11, pp. 2537-2543
In general, the pricing problems of exotic options in finance do not have analytic solutions under stochastic volatility and so it is hard to compute the option prices or at least it requires much of time to compute them. This paper investigates a semi-analytic pricing method for lookback...
Persistent link: https://www.econbiz.de/10010709066
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Analytical pricing of American options
Cheng, Jun; Zhang, Jin - In: Review of Derivatives Research 15 (2012) 2, pp. 157-192
Persistent link: https://www.econbiz.de/10010867554
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Analytical pricing of American options
Cheng, Jun; Zhang, Jin E. - In: Review of derivatives research 15 (2012) 2, pp. 157-192
Persistent link: https://www.econbiz.de/10009629059
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Application of homotopy analysis method for fin efficiency of convective straight fins with temperature-dependent thermal conductivity
Inc, Mustafa - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 2, pp. 189-200
In this paper, the homotopy analysis method (HAM) has been used to evaluate the efficiency of straight fins with …
Persistent link: https://www.econbiz.de/10011050542
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An exact and explicit solution for the valuation of American put options
Zhu, Song-Ping - In: Quantitative Finance 6 (2006) 3, pp. 229-242
on the homotopy-analysis method, is the optimal exercise boundary being elegantly and temporarily removed in the solution …
Persistent link: https://www.econbiz.de/10005462663
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