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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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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
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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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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
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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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Markov interest rate models
Hagan, Patrick S.; Woodward, Diana E. - In: Applied mathematical finance 6 (1999) 4, pp. 233-260
Persistent link: https://www.econbiz.de/10001517815
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The pricing of risky coupon bonds
Choong, Lilly; McKenzie, George - In: Applied mathematical finance 6 (1999) 4, pp. 261-273
Persistent link: https://www.econbiz.de/10001517816
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Various passport options and their valuation
Ahn, Hyungsok; Penaud, Antony; Wilmott, Paul - In: Applied mathematical finance 6 (1999) 4, pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
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A framework for valuing corporate securities
Ericsson, Jan; Reneby, Joel - In: Applied mathematical finance 5 (1998) 3/4, pp. 143-163
Persistent link: https://www.econbiz.de/10001446799
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Option pricing in incomplete discrete markets
Wolczyńska, Grażyna - In: Applied mathematical finance 5 (1998) 3/4, pp. 165-179
Persistent link: https://www.econbiz.de/10001446806