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The journal of computational finance
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118
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98
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ECONIS (ZBW)
81
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1
Transform-based evluation of prices and Greeks of lookback options driven by Lévy processes
Asghari, Naser M.
;
Mandjes, Michel
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 67-100
Persistent link: https://www.econbiz.de/10011656711
Saved in:
2
On extensions of the Barone-Adesi and Whaley method to price American-type options
Mathys, Ludovic
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 33-76
Persistent link: https://www.econbiz.de/10012543615
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3
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
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4
Polynomial upper and lower bounds for financial derivative price functions under regime-switching
Bhim, Louis
;
Kawai, Reiichiro
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 35-71
Persistent link: https://www.econbiz.de/10011976660
Saved in:
5
Accurate approximations for European-style Asian options
Chalasani, Prasad
;
Jha, Somesh
;
Varikooty, Ashok
- In:
The journal of computational finance
1
(
1998
)
4
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001366213
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6
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
7
Pricing near the barrier : the case of discrete knock-out options
Steiner, Manfred
;
Wallmeier, Martin
;
Hafner, Reinhold
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10001517413
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8
A new integral representation of the early exercise boundary for American put options
Little, Thomas
;
Pant, Vijay
;
Hou, Chunli
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 73-96
Persistent link: https://www.econbiz.de/10001517427
Saved in:
9
On the valuation of double-barrier options : computational aspects
Schröder, Michael
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 5-33
Persistent link: https://www.econbiz.de/10001517429
Saved in:
10
Pricing discretely monitored barrier options
Sullivan, Michael A.
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
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