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9
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Applied mathematical finance
International journal of financial engineering
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12
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9
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6
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1
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:
2
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:
3
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
4
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
5
Fast numerical method for pricing of variable annuities with Guaranteed minimum withdrawal benefit under optimal withdrawal strategy
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403137
Saved in:
6
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:
7
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:
8
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:
9
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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