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Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba; Malek, Alaeddin - In: Computational economics 45 (2015) 1, pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
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A second-order difference scheme for the penalized black-scholes equation governing American put option pricing
Cen, Zhongdi; Le, Anbo; Xu, Aimin - In: Computational economics 40 (2012) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10009627518
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A highly accurate finite element method to price discrete double barrier options
Golbabai, A.; Ballestra, L. V.; Ahmadian, D. - In: Computational economics 44 (2014) 2, pp. 153-173
Persistent link: https://www.econbiz.de/10010438023
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Deep learning based hybrid computational intelligence models for options pricing
Arin, Efe; Özbayoglu, Ahmet Murat - In: Computational economics 59 (2022) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10013168900
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Option pricing by the Legendre wavelets method
Doostaki, Reza; Hosseini, Mohammad Mehdi - In: Computational economics 59 (2022) 2, pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
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On the solution of the Black-Scholes equation using feed-forward neural networks
Eskiizmirliler, Saadet; Günel, Korhan; Polat, Refet - In: Computational economics 58 (2021) 3, pp. 915-941
Persistent link: https://www.econbiz.de/10012651048
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Numerically pricing nonlinear time-fractional Black-Scholes equation with time-dependent parameters under transaction costs
Rezaei, M.; Yazdanian, A. R.; Ashrafi, A.; Mahmoudi, S. M. - In: Computational economics 60 (2022) 1, pp. 243-280
Persistent link: https://www.econbiz.de/10013262670
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A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad; Nikan, Omid - In: Computational economics 55 (2020) 1, pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
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Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu; Jeon, Jaegi; Ma, Yong-Ki - In: Computational economics 55 (2020) 1, pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
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A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman; Rezazadeh, Hamidreza; Sobhani, Amirhossein - In: Computational economics 48 (2016) 1, pp. 131-145
Persistent link: https://www.econbiz.de/10011646608