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17
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10
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7
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7
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6
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12
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9
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6
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Real options and investment under uncertainty : classical readings and recent contributions
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1
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
2
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
Saved in:
3
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
Saved in:
4
Optimal grid selection for the numerical solution of dynamic stochastic optimization problems
Chipeniuk, Karsten O.
- In:
Computational economics
56
(
2020
)
4
,
pp. 883-928
Persistent link: https://www.econbiz.de/10012390486
Saved in:
5
Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures
Lyons, Terry
;
Nejad, Sina
;
Arribas, Imanol Perez
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 583-597
Persistent link: https://www.econbiz.de/10012210427
Saved in:
6
Accurate and robust numerical methods for the dynamic portfolio management problem
Cong, Fei
;
Oosterlee, Cornelis Willebrordus
- In:
Computational economics
49
(
2017
)
3
,
pp. 433-458
Persistent link: https://www.econbiz.de/10011762120
Saved in:
7
A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman
;
Rezazadeh, Hamidreza
;
Sobhani, Amirhossein
- In:
Computational economics
48
(
2016
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011646608
Saved in:
8
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:
9
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
Saved in:
10
Taking perturbation to the accuracy frontier : a hybrid of local and global solutions
Maliar, Lilia
;
Maliar, Serguei
;
Villemot, Sebastien
- In:
Computational economics
42
(
2013
)
3
,
pp. 307-325
Persistent link: https://www.econbiz.de/10010189022
Saved in:
11
Comparing numerical methods for solving the competitive storage model
Gouel, Christophe
- In:
Computational economics
41
(
2013
)
2
,
pp. 267-295
Persistent link: https://www.econbiz.de/10009710571
Saved in:
12
A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Computational economics
39
(
2012
)
4
,
pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
Saved in:
13
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
Saved in:
14
Numerical solution of optimal control problems with constant control delays
Brandt-Pollmann, Ulrich
;
Winkler, Ralph
;
Sager, Sebastian
; …
- In:
Computational economics
31
(
2008
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10003686033
Saved in:
15
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:
16
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:
17
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
Saved in:
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