Narrow search
Showing 61 - 70 of 33,147
Cover Image
On robustness of the black-scholes partial differential equation model
Mastinsek, Miklavz - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10011455391
Cover Image
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph; Wissmann, Rasmus - In: The journal of computational finance 18 (2014/2015) 4, pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Cover Image
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen - In: European journal of operational research : EJOR 250 (2016) 3, pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Cover Image
Optimal investment for a defined-contribution pension scheme under a regime switching model
Chen, An; Delong, Łukasz - In: Astin bulletin : the journal of the International … 45 (2015) 2, pp. 397-419
Persistent link: https://www.econbiz.de/10011312280
Cover Image
A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred; Omoregbe, Nicholas Amienwan; … - In: Journal of mathematical finance 4 (2014) 4, pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
Cover Image
Max-min optimization problem for variable annuities pricing
Blanchet-Scalliet, Christophette; Chevalier, Etienne; … - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-35
Persistent link: https://www.econbiz.de/10011419373
Cover Image
Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis; Possamaï, Dylan; Zhou, Chao - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
Cover Image
The British knock-out put option
Al-Fagih, Luluwah - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10011403188
Cover Image
Nonlinear valuation under credit, funding, and margins : existence, uniqueness, invariance, and disentanglement
Brigo, Damiano; Francischello, Marco; Pallavicini, Andrea - In: European journal of operational research : EJOR 274 (2019) 2, pp. 788-805
Persistent link: https://www.econbiz.de/10011990226
Cover Image
Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations
Zakamouline, Valeri - In: Nonlinear models in mathematical finance : new research …, (pp. 23-65). 2008
Persistent link: https://www.econbiz.de/10011954415