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A combined compact difference scheme for option pricing in the exponential jump-diffusion models
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10.1186/s13662-019-2431-7 |
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Journal |
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Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
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# |
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Journal |
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Optimization of multi-period portfolio model after fitting best distribution
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Journal |
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Free Assets and Their Relations with Riskless Assets
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# |
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Journal |
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Portfolio Selection under condition of Variable Weights
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# |
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Journal |
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Tangency Portfolios in the LP Solvable Portfolio Selection Models
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# |
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Journal |
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Producing the Tangency Portfolio as a Corner of Portfolio
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Journal |
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Option pricing for infinite variance data
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# |
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Journal |
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On the Ideal-Reducibility of Semigroups of Positive Operators on Banach Lattices
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Journal |
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Irreducible subalgebras of quasi-normed operator ideals
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# |
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Journal |
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ON THE IDEAL-TRIANGULARIZABILITY OF POSITIVE OPERATORS ON BANACH LATTICES
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# |
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Journal |
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ON THE IDEAL-TRIANGULARIZABILITY OF SEMIGROUPS OF QUASINILPOTENT POSITIVE OPERATORS ON C(K)
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# |
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Journal |
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Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets
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Conference |
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On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDEs
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Conference |
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Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation
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Conference |
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On the Option Pricing Models
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Conference |
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Real-Life Applications of Operator Theory
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Conference |
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Solving the Black-Scholes equation through a higher order comp act finite difference method
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Conference |
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Data Modelling and Applied Harmonic Analysis
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Conference |
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The importance of the Perron-Frobenius theorem
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Conference |