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PDE methods for pricing barrier options
Zvan, R.; Vetzal, Kenneth R.; Forsyth, Peter - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
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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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Einführung in die numerische Berechnung von Finanz-Derivaten : computational finance ; mit 4 Tabellen und 36 Übungsaufgaben
Seydel, Rüdiger - 2000
Persistent link: https://www.econbiz.de/10001452649
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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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Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan; Guo, Xiaoqiang - In: The journal of futures markets 20 (2000) 7, pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
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First-order schemes in the numerical quantization method
Bally, V.; Pagès, G.; Printems, J. - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001765624
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Small dimension PDE for discrete Asian options
Benhamou, Eric; Duguet, Alexandre - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2095-2114
Persistent link: https://www.econbiz.de/10001768895
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Computational finance : numerical methods for pricing financial instruments
Levy, George - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10001783711
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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