Similar Search Results

Narrow search

Pricing exotic options with L-stable Padé schemes

Khaliq, A.Q.M.; Voss, D.A.; Yousuf, M. - In: Journal of banking & finance 31 (2007) 11, pp. 3438-3461

Persistent link: https://www.econbiz.de/10007869918

A linearly implicit predictor-corrector scheme for pricing American options using a penalty method approach

Khaliq, A.Q.M.; Voss, D.A.; Kazmi, S.H.K. - In: Journal of Banking & Finance 30 (2006) 2, pp. 489-502

Persistent link: https://www.econbiz.de/10005201035

A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach

Khaliq, A.Q.M.; Voss, D.A.; Kazmi, S.H.K. - In: Journal of banking & finance 30 (2006) 2, pp. 489-502

Persistent link: https://www.econbiz.de/10005878631

Pricing exotic options with L-stable Padé schemes

Khaliq, Abdul Q. M.; Voss, David A.; Yousuf, Muhammad - In: Journal of banking & finance 31 (2007) 11, pp. 3438-3461

Persistent link: https://www.econbiz.de/10003577471

Pricing American option using a modified fractional black-scholes model under multi-state regime switching

Yousuf, M.; Khaliq, Abdul Q. M. - In: International journal of theoretical and applied … 26 (2023) 4/5, pp. 1-21

Persistent link: https://www.econbiz.de/10014497295

Numerical simulation of two-dimensional sine-Gordon solitons via a split cosine scheme

Sheng, Q.; Khaliq, A.Q. M.; Voss, D.A. - In: Mathematics and Computers in Simulation (MATCOM) 68 (2005) 4, pp. 355-373

This paper proposes a split cosine scheme for simulating solitary solutions of the sine-Gordon equation in two dimensions, as it arises, for instance, in rectangular large-area Josephson junctions. The dispersive nonlinear partial differential equation allows for soliton-type solutions, a...

Persistent link: https://www.econbiz.de/10010749626