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Kim, Junseok
5
Fabozzi, Frank J.
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Li, Yong
4
Aghdam, Y. Esmaeelzade
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Boubaker, Heni
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Caporale, Guglielmo Maria
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Jeong, Darae
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2
Ahmadian, D.
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Bianchi, Michele Leonardo
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2
Blueschke-Nikolaeva, V.
2
Carr, Peter
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He, Xin-Jiang
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Computational economics
European journal of operational research : EJOR
748
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728
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695
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669
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628
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599
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565
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560
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467
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425
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383
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278
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265
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257
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ECONIS (ZBW)
234
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1
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
Saved in:
2
Pricing vulnerable options with stochastic
volatility
and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
3
LSM algorithm for pricing American option under Heston-Hull-White's stochastic
volatility
model
Samimi, O.
;
Mardani, Z.
;
Sharafpour, S.
;
Mehrdoust, F.
- In:
Computational economics
50
(
2017
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10011762377
Saved in:
4
Exploring option pricing and hedging via
volatility
asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
5
An approximation scheme for option pricing under two-state continuous CAPM
Safdari-Vaighani, Ali
;
Ahmadian, Davood
;
Javid-Jahromi, Roja
- In:
Computational economics
57
(
2021
)
4
,
pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380
Saved in:
6
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
10
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
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