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Pricing American options under stochastic volatility and jump-diffusion dynamics
Chiarella, Carl; Meyer, Gunter H.; Ziogas, Andrew - In: Die Zukunft der Finanzdienstleistungsindustrie in …, (pp. 213-236). 2008
Persistent link: https://www.econbiz.de/10003756494
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The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Chiarella, Carl; Kang, Boda; Meyer, Gunter H.; Ziogas, … - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 393-425
Persistent link: https://www.econbiz.de/10003867417
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The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl; Kang, Boda; Meyer, Gunter H. - 2010
Persistent link: https://www.econbiz.de/10008662205
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The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl; Kang, Boda; Meyer, Gunter H.; Ziogas, … - 2008
Persistent link: https://www.econbiz.de/10003856817
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Pricing an American call under stochastic volatility and interest rates
Kang, Boda; Meyer, Gunter H. - In: Nonlinear economic dynamics and financial modelling : …, (pp. 291-314). 2014
Persistent link: https://www.econbiz.de/10011286580
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Computational methods for derivatives with early exercise features
Chiarella, Carl; Kang, Boda; Meyer, Gunter H.; Ziogas, … - 2014
Persistent link: https://www.econbiz.de/10010366999
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The valuation of American options with the method of lines
Meyer, Gunter H. - In: Advances in futures and options research : a research annual 9 (1997), pp. 265-285
Persistent link: https://www.econbiz.de/10001226748
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A PDE view of game options
Meyer, Gunter H. - 2016
Persistent link: https://www.econbiz.de/10011777979
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The numerical solution of the American option pricing problem : finite difference and transformation approaches
Chiarella, Carl; Kang, Boda; Meyer, Gunter H. - 2015
Persistent link: https://www.econbiz.de/10014277215