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1
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
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2
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
Saved in:
3
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
4
R&D-based calibrated growth models with finite-length patents : a novel relaxation algorithm for solving an autonomous FDE system of mixed type
Lin, Hwan-chyang
;
Shampine, Lawrence F.
- In:
Computational economics
51
(
2018
)
1
,
pp. 123-158
Persistent link: https://www.econbiz.de/10011963601
Saved in:
5
Computing transitional cycles for a deterministic time-to-build growth model
Lin, Hwan-chyang
- In:
Computational economics
51
(
2018
)
3
,
pp. 677-696
Persistent link: https://www.econbiz.de/10011963722
Saved in:
6
Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah
;
Ackora-Prah, Joseph
; …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
Saved in:
7
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
8
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
9
Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
Saved in:
10
A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René
;
Hyppolite, Judex
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 866-886
Persistent link: https://www.econbiz.de/10011657698
Saved in:
11
A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea
;
Moreno-Bromberg, Santiago
;
Reichmann, Oleg
- In:
Computational economics
47
(
2016
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10011712413
Saved in:
12
Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 333-337
Persistent link: https://www.econbiz.de/10011312408
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13
Solution of stochastic non-homogeneous linear first-order difference equations
Kadry, Seifedine
;
El Hami, Abdelkhalak
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 245-248
Persistent link: https://www.econbiz.de/10011312422
Saved in:
14
A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred
;
Omoregbe, Nicholas Amienwan
; …
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
Saved in:
15
Risk measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
16
Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.
;
Thavaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
Saved in:
17
Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro
- In:
Computational economics
39
(
2012
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
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18
Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Computational economics
35
(
2010
)
3
,
pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
Saved in:
19
On generalized derivates for C 1,1 vector functions and optimality conditions
La Torre, Davide
-
2002
Persistent link: https://www.econbiz.de/10001810464
Saved in:
20
Integral representation of functions : new proofs of classical results
LaTorre, Davide
;
Rocca, Matteo
-
2000
Persistent link: https://www.econbiz.de/10001560469
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