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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 |
1398 - 09 |
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Comments on strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
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# |
1397 - 12 |
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Optimization of multi-period portfolio model after fitting best distribution
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# |
1397 - 12 |
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Free Assets and Their Relations with Riskless Assets
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# |
1394 - 05 |
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Portfolio Selection under condition of Variable Weights
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# |
1391 - 07 |
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Tangency Portfolios in the LP Solvable Portfolio Selection Models
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# |
1391 - 04 |
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Producing the Tangency Portfolio as a Corner of Portfolio
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# |
1391 - 01 |
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Option pricing for infinite variance data
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# |
1387 - 03 |
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On the Ideal-Reducibility of Semigroups of Positive Operators on Banach Lattices
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# |
1378 - 01 |
|
Irreducible subalgebras of quasi-normed operator ideals
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# |
1377 - 01 |
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ON THE IDEAL-TRIANGULARIZABILITY OF POSITIVE OPERATORS ON BANACH LATTICES
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# |
1376 - 06 |
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ON THE IDEAL-TRIANGULARIZABILITY OF SEMIGROUPS OF QUASINILPOTENT POSITIVE OPERATORS ON C(K)
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# |
1376 - 01 |