|
Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets
|
|
|
On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDEs
|
|
|
On the Option Pricing Models
|
|
|
معادله ديفرانسيل تصادفي پسرو در ارزش گذاري مشتقات مالي
|
|
|
Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformation
|
|
|
Real-Life Applications of Operator Theory
|
|
|
Solving the Black-Scholes equation through a higher order comp act finite difference method
|
|
|
Data Modelling and Applied Harmonic Analysis
|
|
|
The importance of the Perron-Frobenius theorem
|
|
|
On the Infinite Variance Option Price Models
|
|
|
An Overview of Harmonic Analysis and its Applications
|
|
|
ارزش در معرض خطر، مدلسازي گارچ و پيش بيني نوسان شرطي بازدهي پوشش ريسك سرمايه
|
|