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Finite Difference Methods in Financial Engineering · Study

BookFinite Difference Methods in Financial Engineering

Unknown author2006

Book2006

Finite Difference Methods in Financial Engineering

Unknown author

201 citations·0/0 files stored·Wiley eBooks

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Stochastic processes and financial applications Advanced Numerical Methods in Computational Mathematics Differential Equations and Numerical Methods

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2009THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES 2010The Black–Scholes equation in stochastic volatility models 2020Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions 2008Lapse rate modeling: a rational expectation approach 2017Exact Simulation of the SABR Model 2011Radial basis functions with application to finance: American put option under jump diffusion 2009Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation 2016Boundary conditions for the single-factor term structure equation

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Year2006

Typebook

Published2006-05-05

VenueWiley eBooks

Languageen

Citations201

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1002/9781118673447

openalex_workW4230835142

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