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Search: subject:"Multi-asset Black-Scholes PDE"
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Multi-asset Black-Scholes PDE
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Rigatos, Gerasimos G.
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Siano, P.
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Cohen, Asaf
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Stokes, James
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Sun, Chuhao
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International journal of financial engineering
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Journal of quantitative economics
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ECONIS (ZBW)
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Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
Saved in:
2
Stabilization of mortgage price dynamics using a boundary PDE feedback control approach
Rigatos, Gerasimos G.
;
Siano, P.
- In:
Journal of quantitative economics
16
(
2018
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10012418325
Saved in:
3
Feedback control of the
multi-asset
Black-Scholes
PDE
using differential flatness theory
Rigatos, Gerasimos G.
;
Siano, P.
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011577097
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