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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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Quadratic finite element and preconditioning methods for options pricing in the SVCY model
Zhang, Ying-ying; Pang, Hong-kui; Feng, Liming; Jin, … - In: The journal of computational finance 17 (2013/14) 3, pp. 3-30
Persistent link: https://www.econbiz.de/10010366298
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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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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 the correlation skew with normal mean-variance mixture copulas
Luján Fernández, Ignacio - In: The journal of computational finance 26 (2022) 2, pp. 83-99
Persistent link: https://www.econbiz.de/10013549659
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A Tree implementation of a credit spread model for credit derivatives
Schönbucher, Philipp J. - In: The journal of computational finance 6 (2002) 2, pp. 1-38
Persistent link: https://www.econbiz.de/10001740884
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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