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Applied mathematical finance
International journal of theoretical and applied finance
469
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254
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ECONIS (ZBW)
244
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1
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
2
An improved binomial lattice method for multi-dimensional options
Gamba, Andrea
;
Trigeorgis, Lenos
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003637477
Saved in:
3
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
Saved in:
4
A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
Saved in:
5
A numerical method to price defaultable bonds based on the Madan and Unal credit risk model
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 17-36
Persistent link: https://www.econbiz.de/10003847142
Saved in:
6
American call options under jump-diffusion processes - a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 37-79
Persistent link: https://www.econbiz.de/10003847143
Saved in:
7
Optimal quantization for the pricing of swing options
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 183-217
Persistent link: https://www.econbiz.de/10003847156
Saved in:
8
Numerical approximation of the implied volatility under arithmetic Brownian motion
Choi, Jaehyuk
;
Kim, Kwangmoon
;
Kwak, Minsuk
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 261-268
Persistent link: https://www.econbiz.de/10003916161
Saved in:
9
The valuation of American options with stochastic stopping
time
constraints
Egloff, Daniel
;
Leippold, Markus
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 287-305
Persistent link: https://www.econbiz.de/10003916175
Saved in:
10
Employee stock options : an up-and-out protected barrier call
Anderson, Chris K.
;
Brisley, Neil
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 347-352
Persistent link: https://www.econbiz.de/10003916197
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