Narrow search
Showing 91 - 100 of 60,329
Cover Image
Chebyshev polynomial approximation to approximate partial differebtial equations
Caporale, Guglielmo Maria (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806021
Cover Image
New recipes for estimating default intensities
Baranovski, Alexander; Lieres, Carsten von; Wilch, André - 2009
intensity curves required e.g. for pricing or risk management purposes. Assuming continuous premium or coupon payments, the … term structure models like the CIR model. -- CDS spreads ; bond spreads ; default intensity ; credit derivatives pricing …
Persistent link: https://www.econbiz.de/10003796155
Cover Image
Partial differential equations in economics and finance
Basov, Suren - 2007
pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
Persistent link: https://www.econbiz.de/10003429606
Cover Image
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
Cover Image
Partial differential equations for option pricing
Pironneau, Olivier; Achdou, Yves - 2009
Persistent link: https://www.econbiz.de/10003827016
Cover Image
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
Cover Image
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.; Chiarella, Carl - 2008
Persistent link: https://www.econbiz.de/10003856801
Cover Image
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
Cover Image
Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel - 2008
Persistent link: https://www.econbiz.de/10003781004
Cover Image
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino; Tebaldi, Claudio - In: Decisions in economics and finance : DEF ; a journal of … 30 (2007) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10003630203