Narrow search
Showing 121 - 130 of 17,661
Cover Image
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio; Cordoni, Francesco; Di Persio, Luca; … - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Cover Image
Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien; Tan, Shih-Hau - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
Cover Image
A note on the implied volatility of floating strike Asian options
Alòs, Elisa; León, Jorge A. - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Cover Image
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien; Lépinette, Emmanuel - In: Applied mathematical finance 25 (2018) 5/6, pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
Cover Image
Block-pulse operational matrix method for solving fractional Black-Scholes equation
Mehrdoust, Farshid; Sheikhani, Amir Hosein Refahi; … - In: Journal of economic studies 44 (2017) 3, pp. 489-502
Persistent link: https://www.econbiz.de/10011757574
Cover Image
A new stable local radial basis function approach for option pricing
Golbabai, A.; Mohebianfar, E. - In: Computational economics 49 (2017) 2, pp. 271-288
Persistent link: https://www.econbiz.de/10011757588
Cover Image
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; … - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Cover Image
A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman; Rezazadeh, Hamidreza; Sobhani, Amirhossein - In: Computational economics 48 (2016) 1, pp. 131-145
Persistent link: https://www.econbiz.de/10011646608
Cover Image
An empirical analysis of Black-Scholes Option Model with specific reference to IT stock options
Panduranga, V. - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 218-225
Persistent link: https://www.econbiz.de/10011398439
Cover Image
A combinatorial optimization model for enterprise patent transfer
Xie, Yi; Takala, Josu; Liu, Yang; Chen, Yong - In: Information technology and management 16 (2015) 4, pp. 327-337
Persistent link: https://www.econbiz.de/10011398838