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~isPartOf:"Computing in Economics and Finance 2002"
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option pricing
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Computing in Economics and Finance 2002
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Cultural drift induced diversity in a model for the transmission of culture
Klemm, Konstantin
;
Eguiluz, Victor M.
;
Toral, Raul
; …
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345393
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2
Evaluating the CDF for m weighted sums of n correlated lognormal random variables
Rasmusson, Lars
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706596
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3
Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates.
Gozzi, Fausto
;
Sanfelici, Simona
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345440
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4
Heterogeneous Preferences and the Representative Investor
Niehaus, Frank
-
Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005537672
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5
Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates
Gozzi, Fausto
;
Sanfelici, Simona
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537687
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6
Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility
Chiarella, Carl
;
Musti, Silvana
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537692
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7
Controlling Chaos in Higher Dimensional Maps
Wieland, Cristian
-
Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005345367
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8
Computing Sunspots in Linear Rational Expectations Models
Lubik, Thomas
;
Schorfheide, Frank
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345369
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9
An Algorithm for On-Line Price Discrimination
Bragt, D.D.B. van
;
Somefun, D.J.A.
;
Kutschinski, E.
; …
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345373
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10
Perturbation Analysis of Nonlinear Discrete-Time Saddle Path Models
anderson, gary
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345378
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