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~isPartOf:"Applied mathematical finance"
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Numerical ross recovery for diffusion processes using a PDE approach
Sydow, Lina von
;
Walden, Johan
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 46-66
Persistent link: https://www.econbiz.de/10012254095
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2
Numerical methods for non-linear black-scholes equations
Heider, Pascal
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10003975272
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3
A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
(
contributor
)
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
Saved in:
4
Numerical integration of mean reverting stochastic systems with applications to interest rate term structure simulation
Morokoff, William J.
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 19-28
Persistent link: https://www.econbiz.de/10001449231
Saved in:
5
Multigrid for American option pricing with stochastic volatility
Clarke, Nigel
;
Parrott, Kevin
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 177-195
Persistent link: https://www.econbiz.de/10001490689
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