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Special issue: Numerical methods for finance
Edelman, David (contributor) - 2010
Persistent link: https://www.econbiz.de/10003971918
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Quadratic finite element and preconditioning methods for options pricing in the SVCY model
Zhang, Ying-ying; Pang, Hong-kui; Feng, Liming; Jin, … - In: The journal of computational finance 17 (2013/14) 3, pp. 3-30
Persistent link: https://www.econbiz.de/10010366298
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Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine; Tankov, Peter; Warin, Xavier - In: The journal of computational finance 19 (2015/2016) 2, pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
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Robust numerical methods for PDE models of Asian options
Zvan, R.; Forsyth, Peter A.; Vetzal, Kenneth R. - In: The journal of computational finance 1 (1997/1998) 2, pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
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Discrete Asian barrier options
Zvan, R.; Forsyth, Peter A.; Vetzal, Kenneth R. - In: The journal of computational finance 3 (1999) 1, pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
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Pricing discretely monitored barrier options
Sullivan, Michael A. - In: The journal of computational finance 3 (2000) 4, pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
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Error analysis in Fourier methods for option pricing
Crocce, Fabián; Häppölä, Juho; Kiessling, Jonas; … - In: The journal of computational finance 21 (2017) 1, pp. 53-82
Persistent link: https://www.econbiz.de/10011691613
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Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; … - In: The journal of computational finance 19 (2016) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
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An equity-interest rate hybrid model with stochastic volatility and the interest rate smile
Grzelak, Lech A.; Oosterlee, Cornelis W. - In: The journal of computational finance 15 (2011/12) 4, pp. 45-77
Persistent link: https://www.econbiz.de/10009575390
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American options in Lévy models with stochastic interest rates
Bojarčenko, Svetlana I.; Levendorskij, Sergej Z. - In: The journal of computational finance 12 (2009) 4, pp. 51-89
Persistent link: https://www.econbiz.de/10009534611