Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation |
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Conference |
Real-Life Applications of Operator Theory |
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Conference |
Solving the Black-Scholes equation through a higher order comp act finite difference method |
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Conference |
Data Modelling and Applied Harmonic Analysis |
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Conference |
The importance of the Perron-Frobenius theorem |
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Conference |
On the Infinite Variance Option Price Models |
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Conference |
An Overview of Harmonic Analysis and its Applications |
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Conference |
ارزش در معرض خطر، مدلسازي گارچ و پيش بيني نوسان شرطي بازدهي پوشش ريسك سرمايه |
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Conference |
بررسي بهينه سازي سبد سرمايه تحت توزيع هاي غير گاوسي |
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Conference |
An application of separable measure algebras to positive operators |
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Conference |
Mathematical Analysis with mathematical Modelling in View |
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Conference |
Ideal Reducibility of Positive Operators with no Compact Conditions |
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Conference |