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Variance reduction techniques of importance sampling Monte Carlo methods for pricing options
Zhao, Qiang; Liu, Guo; Gu, Guiding - In: Journal of mathematical finance 3 (2013) 4, pp. 431-436
Persistent link: https://www.econbiz.de/10010239518
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Generalized option betas
Husmann, Sven; Todorova, Neda - In: Journal of mathematical finance 3 (2013) 3, pp. 347-356
Persistent link: https://www.econbiz.de/10010239545
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Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: Journal of mathematical finance 3 (2013) 1, pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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The role of collateral in credit markets
Atta-Mensah, Joseph - In: Journal of mathematical finance 5 (2015) 4, pp. 315-327
Persistent link: https://www.econbiz.de/10011438563
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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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An approach of price process, risk measures and European option pricing taking into account the rating
Tadmon, Calvin; Njike-Tchaptchet, Eric Rostand - In: Journal of mathematical finance 10 (2020) 2, pp. 306-333
Persistent link: https://www.econbiz.de/10012545718
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A comparison study of ADI and LOD methods on option pricing models
Bagheri, Neda; Haghighi, Hassan Karnameh - In: Journal of mathematical finance 7 (2017) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10011673885
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Analysis of cross-correlations in emerging markets using random matrix theory
Urama, Thomas Chinwe; Ezepue, Patrick Oseloka; Nnanwa, … - In: Journal of mathematical finance 7 (2017) 2, pp. 291-307
Persistent link: https://www.econbiz.de/10011673890
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Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki - In: Journal of mathematical finance 7 (2017) 2, pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj - In: Journal of mathematical finance 8 (2018) 1, pp. 161-177
Persistent link: https://www.econbiz.de/10011846254