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A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul; Andallah, Laek Sazzad - In: Journal of mathematical finance 8 (2018) 2, pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
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Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina - In: Journal of mathematical finance 8 (2018) 2, pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
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A real options approach to distressed property Borrower-Lender reconciliation
Moore, David J.; Ikromov, Nuriddin - In: Journal of mathematical finance 5 (2015) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10011398644
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On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro - In: Journal of mathematical finance 5 (2015) 2, pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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Intrinsic prices of risk
Le, Truc - In: Journal of mathematical finance 4 (2014) 5, pp. 318-327
Persistent link: https://www.econbiz.de/10011312410
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The project valuation with abandonment and reset investment proportion applying real option method
Hsiao, Yi-Long; Chen, Li-Ling - In: Journal of mathematical finance 4 (2014) 5, pp. 309-317
Persistent link: https://www.econbiz.de/10011312411
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Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang - In: Journal of mathematical finance 4 (2014) 4, pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij; Tertychnyi, Maksym; Hoang, Winsor - In: Journal of mathematical finance 4 (2014) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
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A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred; Omoregbe, Nicholas Amienwan; … - In: Journal of mathematical finance 4 (2014) 4, pp. 234-244
Persistent link: https://www.econbiz.de/10011312423