×

zbMATH — the first resource for mathematics

Found 21,630 Documents (Results 1–3)

Fedorov, Vladimir E.; Dyshaev, Mikhail M.

Group classification for a class of non-linear models of the RAPM type. (English) Zbl 07274879

Commun. Nonlinear Sci. Numer. Simul. 92, Article ID 105471, 10 p. (2021).

MSC: 91G80 76M60

BibTeX Cite

Full Text: DOI

Ahmadi, Z.; Hosseini, S. M.; Bastani, A. Foroush

A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes. (English) Zbl 07246897

J. Comput. Appl. Math. 383, Article ID 113132, 19 p. (2021).

MSC: 91G20 93E20 60J74 90C39

BibTeX Cite

Full Text: DOI

Lin, Sha; He, Xin-Jiang

A new integral equation approach for pricing American-style barrier options with rebates. (English) Zbl 07246882

J. Comput. Appl. Math. 383, Article ID 113107, 17 p. (2021).

MSC: 91G20 60G40 35Q91

BibTeX Cite

Full Text: DOI

Filter Results by …

Document Type

Journal Articles (18,801)
Collection Articles (1,827)
Books (1,002)

Reviewing State

Reviewed (20,569)
Title Only (340)
Pending (659)
Scanned Review (62)

Author

Siu, Tak Kuen (114)
Elliott, Robert James (88)
Madan, Dilip B. (73)
20639 other authors

Serial

Quant. Finance (1,201)
Int. J. Theor. Appl. Finance (756)
Eur. J. Oper. Res. (626)
1310 other journals

Year of Publication

2021 (11)
2020 (873)
2019 (1,373)
65 other years

Classification

91-XX (21,630)
60-XX (6,239)
62-XX (3,974)
53 other classifications

Biographic Reference

Mandelbrot, Benoit B. (3)
Engle, Robert Fry (1)
Bronzin, Vinzenz (1)
24 other biographic references

Software

QRM (185)
Matlab (164)
R (138)
883 other Software

W3C

© 2020 FIZ Karlsruhe GmbH Privacy Policy Legal Notices Terms & Conditions