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Alternative numerical approaches to portfolio construction and complex option pricing
Roko, Ilir - 2006
Persistent link: https://www.econbiz.de/10008653032
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American option pricing under stochastic volatility : an efficient numerical approach
AitSahlia, Farid; Goswami, Manisha; Guha, Suchandan - In: Computational Management Science : CMS 7 (2010) 2, pp. 171-187
Persistent link: https://www.econbiz.de/10003954086
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On the dangers of a simplistic American option simulation valuation method
Areal, Nelson; Rodrigues, Artur - In: The European journal of finance 16 (2010) 3/4, pp. 373-379
Persistent link: https://www.econbiz.de/10003996410
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A wavelet tour of option pricing
Rometsch, Mario (contributor) - 2011
Persistent link: https://www.econbiz.de/10009125232
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Special issue on computational methods in finance
Grasselli, Matheus (contributor) - 2011
Persistent link: https://www.econbiz.de/10009154932
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Accurate numerical solution of Black-Scholes option pricing equations
García-Rubio, Raquel - In: International journal of financial markets and derivatives 2 (2011) 3, pp. 236-243
Persistent link: https://www.econbiz.de/10009389608
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Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations
Hepperger, Peter Thomas - 2011
Persistent link: https://www.econbiz.de/10009375794
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Analysis, geometry, and modeling in finance : advanced methods in option pricing
Henry-Labordère, Pierre - 2009
Persistent link: https://www.econbiz.de/10010251946
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Automated option pricing : numerical methods
Henry-Labordère, Pierre - In: International journal of theoretical and applied finance 16 (2013) 8, pp. 1-27
Persistent link: https://www.econbiz.de/10010243611
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A Wiener-Hopf based approach to numerical computations in fluctuation theory for Lévy processes
Iseger, Peter den; Gruntjes, Paul; Mandjes, Michel - In: Mathematical methods of operations research 78 (2013) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10009774853