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The journal of computational finance
Insurance / Mathematics & economics
124
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61
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1
The extended SSVI volatility surface
Hendriks, Sebas
;
Martini, Claude
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
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2
The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
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3
Pricing Asian options via Fourier and Laplace transforms
Fusai, Gianluca
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 87-106
Persistent link: https://www.econbiz.de/10002060731
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4
Option pricing using the fractional FFT
Chourdakis, Kyriakos
- In:
The journal of computational finance
8
(
2004/2005
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10002597392
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5
Efficient pricing of Asian options by the PDE approach
Dubois, François
;
Lelièvre, Tony
- In:
The journal of computational finance
8
(
2004/2005
)
2
,
pp. 55-63
Persistent link: https://www.econbiz.de/10002597580
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6
Special issue: Quantitative methods in financial and insurance mathematics ; Pt. 1
2011
Persistent link: https://www.econbiz.de/10009575511
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7
Special issue: Quantitative methods in financial and insurance mathematics
2011
Persistent link: https://www.econbiz.de/10009575512
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8
Special issue: Quantitative methods in financial and insurance mathematics ; Pt. 2
2012
Persistent link: https://www.econbiz.de/10009631870
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9
Optimal fourier inversion in semi-analytical option pricing
Lord, Roger
;
Kahl, Christian
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003542260
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10
Robust numerical valuation of European and American options under the CGMY process
Wang, Iris R.
;
Wan, Justin W. L.
;
Forsyth, Peter A.
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 31-69
Persistent link: https://www.econbiz.de/10003542262
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