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~isPartOf:"International journal of theoretical and applied finance"
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Numerical analysis
12
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12
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8
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International journal of theoretical and applied finance
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12
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11
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1
On spread option pricing using two-dimensional fourier transform
Alfeus, Mesias
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012153028
Saved in:
2
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
3
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
4
Automated option pricing : numerical methods
Henry-Labordère, Pierre
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010243611
Saved in:
5
Numerical schemes for option pricing in regime-switching jump diffusion models
Florescu, Ionuţ
;
Liu, Rui Hua
;
Mariani, Maria Cristina
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010243624
Saved in:
6
Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.
;
Chao Yang
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 839-865
Persistent link: https://www.econbiz.de/10008905112
Saved in:
7
A numerical analysis of the extended Black-Scholes model
Albeverio, Sergio
;
Popovici, Alexandru
;
Steblovskaya, …
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10003285930
Saved in:
8
Numerical solutions for the Cheridito-Soner-Touzi super-replication model under gamma constraints
Tourin, Agnés
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 401-414
Persistent link: https://www.econbiz.de/10003344320
Saved in:
9
A numerical method for pricing American-style Asian options under GARCH model
Shao, Dan
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1323-1350
Persistent link: https://www.econbiz.de/10003397192
Saved in:
10
Bayesian inference, prior information on volatility, and option pricing : a maximum entropy approach
Venagas-Martínez, Francisco
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10002625103
Saved in:
11
Adaptive finite element methods for local volatility European option pricing
Ern, Alexandre
;
Villeneuve, Stéphane
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 659-684
Persistent link: https://www.econbiz.de/10002200623
Saved in:
12
Adaptive and monotone spline estimation of the cross-sectional term structure
Ramponi, Alessandro
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10001769129
Saved in:
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