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The journal of computational finance
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1
A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
Toivanen, Jari
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 61-79
Persistent link: https://www.econbiz.de/10003971914
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2
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
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3
The singular points binominal method for pricing American path-dependent options
Gaudenzi, Marcellino
;
Zanette, Antonino
;
Lepellere, …
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10008736753
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4
Generalized control variate methods for pricing Asian options
Han, Chuan-Hsiang
;
Lai, Yongzeng
- In:
The journal of computational finance
14
(
2010/11
)
2
,
pp. 87-118
Persistent link: https://www.econbiz.de/10008810127
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5
Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options
Joshi, Mark S.
;
Leung, Terence S.
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10003542264
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6
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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7
Pricing timer options
Bernard, Carole
;
Cui, Zhenyu
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 69-104
Persistent link: https://www.econbiz.de/10009382523
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8
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
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9
Variance reduction techniques for pricing American options using function approximations
Juneja, Sandeep
;
Kalra, Himanshu
- In:
The journal of computational finance
12
(
2009
)
3
,
pp. 79-102
Persistent link: https://www.econbiz.de/10009534614
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10
Adaptive and high-order methods for valuing American options
Christara, Christina C.
;
Dang, Duy Minh
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 73-113
Persistent link: https://www.econbiz.de/10009241248
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