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Option pricing theory
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Computational economics
International journal of theoretical and applied finance
73
International Journal of Theoretical and Applied Finance (IJTAF)
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Physica A: Statistical Mechanics and its Applications
59
Working Paper
59
Quantitative finance
57
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1
Pricing perpetual American lookback options under stochastic volatility
Lee, Min-Ku
- In:
Computational economics
53
(
2019
)
3
,
pp. 1265-1277
Persistent link: https://www.econbiz.de/10012135129
Saved in:
2
Option pricing and distribution characteristics
Mauler, David J.
;
McDonald, James B.
- In:
Computational economics
45
(
2015
)
4
,
pp. 579-595
Persistent link: https://www.econbiz.de/10011440962
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Accelerating FHS option pricing under linear GARCH
Xie, Haibin
;
Wu, Xinyu
;
Fan, Pengying
- In:
Computational economics
58
(
2021
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10012615025
Saved in:
6
An integrated Quasi-Monte Carlo method for handling high dimensional problems with discontinuities in financial engineering
He, Zhijian
;
Wang, Xiaoqun
- In:
Computational economics
57
(
2021
)
2
,
pp. 693-718
Persistent link: https://www.econbiz.de/10012486953
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7
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
8
Efficient semi-discretization techniques for pricing European and American basket options
Soleymani, Fazlollah
- In:
Computational economics
53
(
2019
)
4
,
pp. 1487-1508
Persistent link: https://www.econbiz.de/10012135573
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9
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
10
A spectral approach to pricing of arbitrage-free sabr discrete barrier options
Thakoor, Nawdha
;
Tangman, Désiré Yannick
;
Bhuruth, Muddun
- In:
Computational economics
54
(
2019
)
3
,
pp. 1085-1111
Persistent link: https://www.econbiz.de/10012134509
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