Search Results - subject:"Numerical method"

Uchiyama, Tomohiro - In: Operations research forum 5 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015179808

Marín-Sánchez, Freddy H.; Pareja-Vasseur, Julián A.; … - In: Journal of Economics, Finance and Administrative Science 26 (2021) 52, pp. 282-299

/methodology/approach - This article uses the multiplicative quadrinomial tree numerical method with non-constant volatility, based on stochastic …

Persistent link: https://www.econbiz.de/10013192207

Marín-Sánchez, Freddy H.; Pareja-Vasseur, Julián A.; … - In: Journal of economics, finance & administrative science 26 (2021) 52, pp. 282-299

/methodology/approach - This article uses the multiplicative quadrinomial tree numerical method with non-constant volatility, based on stochastic …

Persistent link: https://www.econbiz.de/10012813881

Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 57-72

Persistent link: https://www.econbiz.de/10012587815

Fayolle, Jean-Michel; Lemaire, Vincent; Montes, Thibaut; … - In: The journal of computational finance 25 (2021) 2, pp. 87-128

Persistent link: https://www.econbiz.de/10012938894

Lampariello, Lorenzo; Sagratella, Simone - In: Operations research for health care 28 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013443999

Sydow, Lina von; Walden, Johan - In: Applied mathematical finance 27 (2020) 1/2, pp. 46-66

Persistent link: https://www.econbiz.de/10012254095

Nesrine, Zidani; Spiteri, Pierre; Djellab, Natalia - In: RAIRO / Operations research 53 (2019) 3, pp. 767-786

Persistent link: https://www.econbiz.de/10012113739

Lee, Young Hwan - In: Economics letters 179 (2019), pp. 38-41

Persistent link: https://www.econbiz.de/10012121683

Gomoyunov, Mikhail; Serkov, Dmitriy - In: Dynamic games and applications : DGA 9 (2019) 3, pp. 700-723

Persistent link: https://www.econbiz.de/10012226036

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