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Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets
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On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDEs
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On the Option Pricing Models
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Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation
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Real-Life Applications of Operator Theory
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Solving the Black-Scholes equation through a higher order comp act finite difference method
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Data Modelling and Applied Harmonic Analysis
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The importance of the Perron-Frobenius theorem
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On the Infinite Variance Option Price Models
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An Overview of Harmonic Analysis and its Applications
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An application of separable measure algebras to positive operators
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Mathematical Analysis with mathematical Modelling in View
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