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Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.; Sochacki, James - In: Journal of mathematical finance 9 (2019) 4, pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
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Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.; Thavaneswaran, Aerambamoorthy - In: Journal of mathematical finance 3 (2013) 2, pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
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Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel; Nwozo, Chuma Raphael - In: Journal of mathematical finance 6 (2016) 2, pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
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A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred; Omoregbe, Nicholas Amienwan; … - In: Journal of mathematical finance 4 (2014) 4, pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
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Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah; Ackora-Prah, Joseph; … - In: Journal of mathematical finance 7 (2017) 3, pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
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A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang - In: Journal of mathematical finance 10 (2020) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
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Risk measures and nonlinear expectations
Chen, Zengjing; He, Kun; Kulperger, Reg - In: Journal of mathematical finance 3 (2013) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
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Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale - In: Journal of mathematical finance 4 (2014) 5, pp. 333-337
Persistent link: https://www.econbiz.de/10011312408
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Solution of stochastic non-homogeneous linear first-order difference equations
Kadry, Seifedine; El Hami, Abdelkhalak - In: Journal of mathematical finance 4 (2014) 4, pp. 245-248
Persistent link: https://www.econbiz.de/10011312422
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Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang; Shao, Yi - In: Journal of mathematical finance 7 (2017) 3, pp. 699-717
Persistent link: https://www.econbiz.de/10011752489