SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Finite-Element Methods · Study

ChapterShelves

ChapterFinite-Element Methods

Rüdiger U. Seydel2012

Chapter2012

Finite-Element Methods

Rüdiger U. Seydel

46 citations·0/0 files stored·Universitext

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Advanced Numerical Methods in Computational Mathematics Mathematical Approximation and Integration

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 46 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1999Coherent Measures of Risk 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1985A Theory of the Term Structure of Interest Rates 2005Theory of rational option pricing 1999Continuous Martingales and Brownian Motion 1979Option pricing: A simplified approach 1976Option pricing when underlying stock returns are discontinuous

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applicationsarticle · 40 shared references 2004Option Pricing: Valuation Models and Applicationsarticle · 38 shared references 2009Numerical methods for Lévy processesarticle · 26 shared references 2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 23 shared references 1997Recent Advances in Numerical Methods for Pricing Derivative Securitieschapter · 21 shared references 2010On modified Mellin transforms, Gauss–Laguerre quadrature, and the valuation of American call optionsarticle · 20 shared references

Details

Year2012

Typechapter

Published2012-01-01

VenueUniversitext

ISSN-L0172-5939

Languageen

Citations46

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-1-4471-2993-6_5

openalex_workW1553712082

Links

Imported from OpenAlex (CC0) — nothing here is generated.