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~subject:"Optionspreistheorie"
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Optionspreistheorie
Finite difference methods
7
finite difference methods
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Option pricing theory
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American option pricing
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Discontinuous Galerkin finite element methods
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European option pricing
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International journal of theoretical and applied finance
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Journal of mathematical finance
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ECONIS (ZBW)
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An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
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2
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
Saved in:
3
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
4
Pricing European and American options in the Heston model with accelerated explicit finite differencing methods
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009756043
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