Narrow search
Showing 1 - 10 of 118
Cover Image
Fast and accurate pricing of discretely monitored barrier options by numerical path integration
Skaug, Christian; Naess, Arvid - In: Computational economics 30 (2007) 2, pp. 143-151
Persistent link: https://www.econbiz.de/10003702548
Cover Image
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
Cover Image
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan; Yang, Zhaojun - In: Computational economics 44 (2014) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Cover Image
A robust nNumerical scheme for pricing American options under regime switching based on penalty method
Zhang, K.; Teo, Kok Lay; Swartz, M. - In: Computational economics 43 (2014) 4, pp. 463-483
Persistent link: https://www.econbiz.de/10010396243
Cover Image
A modified least-squares simulation approach to value American barrier options
Zhang, Lihua; Zhang, Weiguo; Xu, Weijun; Shi, Xiang - In: Computational economics 44 (2014) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
Cover Image
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
Cover Image
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
Cover Image
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu; Wu, Wen-Bo; Li, Yong; Lou, Zhu-Sheng - In: Computational economics 58 (2021) 3, pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Cover Image
A Markov decision process model for optimal trade of options using statistical data
Nasir, Ali; Khursheed, Ambreen; Ali, Kazim; Mustafa, Faisal - In: Computational economics 58 (2021) 2, pp. 327-346
Persistent link: https://www.econbiz.de/10012615007
Cover Image
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