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Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.; Sochacki, James - In: Journal of mathematical finance 9 (2019) 4, pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
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Alternative financing instruments for African economies
Mpapalika, Jane - In: Journal of mathematical finance 10 (2020) 1, pp. 42-57
Persistent link: https://www.econbiz.de/10012545307
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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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Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario; Konsilp, Worawuth - In: Journal of mathematical finance 4 (2014) 5, pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
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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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Closed-form approximate solutions of window barrier options with term-structure volatility and interest rates using the boundary integral method
Hsiao, Yi-long - In: Journal of mathematical finance 2 (2012) 4, pp. 291-302
Persistent link: https://www.econbiz.de/10009725339
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The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure - In: Journal of mathematical finance 2 (2012) 4, pp. 280-290
Persistent link: https://www.econbiz.de/10009725340
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Adaptive wave models for sophisticated option pricing
Ivancevic, Vladimir G. - In: Journal of mathematical finance 1 (2011) 3, pp. 41-49
Persistent link: https://www.econbiz.de/10009668525
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The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie; Yu, Baoli - In: Journal of mathematical finance 2 (2012) 3, pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
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Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik; Proske, Frank; Rubtsov, Mark - In: Journal of mathematical finance 4 (2014) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10010380906