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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
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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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Robust numerical methods for PDE models of Asian options
Zvan, R.; Forsyth, Peter; Vetzal, Kenneth R. - In: The journal of computational finance 1 (1997/1998) 2, pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
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Special issue: Numerical methods for finance
Edelman, David (contributor) - 2010
Persistent link: https://www.econbiz.de/10003971918
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Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; … - In: The journal of computational finance 19 (2016) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
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A PDE method for computing moments
Little, Thomas; Pant, Vijay - In: The journal of computational finance 4 (2000) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10001528149
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Numerical methods for an optimal order execution problem
Guilbaud, Fabien; Mnif, Mohamed; Pham, Huyên - In: The journal of computational finance 16 (2012/13) 3, pp. 3-45
Persistent link: https://www.econbiz.de/10009740108
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Nonparametric estimation of an implied volatility surface
Bodurtha, James N.; Jermakyan, Martin - In: The journal of computational finance 2 (1999) 4, pp. 29-60
Persistent link: https://www.econbiz.de/10001517296
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Option valuation using the fast Fourier transform
Carr, Peter; Madan, Dilip B. - In: The journal of computational finance 2 (1999) 4, pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
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An analytical approximation for the GARCH option pricing model
Duan, Jin-Chuan; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of computational finance 2 (1999) 4, pp. 75-116
Persistent link: https://www.econbiz.de/10001517300