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Fast, stable and accurate method for the Black-Scholes equation of American options
Ehrhardt, Matthias; Mickens, Ronald E. - 2008
Persistent link: https://www.econbiz.de/10003716552
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Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003632920
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Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003632930
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Pricing options, forwards and futures using fuzzy set theory
Buckley, James J.; Eslami, Esfandiar - In: Fuzzy engineering economics with applications, (pp. 339-357). 2008
Persistent link: https://www.econbiz.de/10003755117
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Laplace transforms and the American call option
Alobaidi, Ghada; Mallier, Roland - In: Mathematical control theory and finance, (pp. 15-27). 2008
Persistent link: https://www.econbiz.de/10003755551
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Optimal portfolios : new variations of an old theme
Korn, Ralf - In: Computational Management Science : CMS 5 (2008) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10003758290
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A fast, stable and accurate numerical method for the black-scholes equation of American options
Ehrhardt, Matthias; Mickens, Ronald Elbert - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 471-501
Persistent link: https://www.econbiz.de/10003759938
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Options and market expectations: implied probability density functions on the Polish foreign exchange market
Bańbuła, Piotr - In: Bank i kredyt 39 (2008) 5, pp. 21-49
Persistent link: https://www.econbiz.de/10003760007
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An introduction to computational finance
Uǧur, Ömür - 2009
Persistent link: https://www.econbiz.de/10003742360
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What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D. - In: The European journal of finance 14 (2008) 1/2, pp. 33-47
Persistent link: https://www.econbiz.de/10003744671