Ha, Mijin; Kim, Donghyun; Yoon, Ji-Hun Valuing of timer path-dependent options. (English) Zbl 07764065 Math. Comput. Simul. 215, 208-227 (2024). MSC: 91-XX 90-XX PDFBibTeX XMLCite \textit{M. Ha} et al., Math. Comput. Simul. 215, 208--227 (2024; Zbl 07764065) Full Text: DOI
Jin, Ting; Yang, Xiangfeng Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market. (English) Zbl 07431512 Math. Comput. Simul. 190, 203-221 (2021). MSC: 91-XX 34-XX PDFBibTeX XMLCite \textit{T. Jin} and \textit{X. Yang}, Math. Comput. Simul. 190, 203--221 (2021; Zbl 07431512) Full Text: DOI
Tian, Miao; Yang, Xiangfeng; Zhang, Yi Barrier option pricing of mean-reverting stock model in uncertain environment. (English) Zbl 07316762 Math. Comput. Simul. 166, 126-143 (2019). MSC: 91Gxx PDFBibTeX XMLCite \textit{M. Tian} et al., Math. Comput. Simul. 166, 126--143 (2019; Zbl 07316762) Full Text: DOI
Yang, Xiaofeng; Yu, Jinping; Xu, Mengna; Fan, Wenjing Convertible bond pricing with partial integro-differential equation model. (English) Zbl 07316255 Math. Comput. Simul. 152, 35-50 (2018). MSC: 91Bxx PDFBibTeX XMLCite \textit{X. Yang} et al., Math. Comput. Simul. 152, 35--50 (2018; Zbl 07316255) Full Text: DOI
Klimsiak, Tomasz; Rozkosz, Andrzej; Ziemkiewicz, Bartosz Valuing American options by simulation: a BSDEs approach. (English) Zbl 07313628 Math. Comput. Simul. 123, 1-18 (2016). MSC: 60Hxx 35Kxx PDFBibTeX XMLCite \textit{T. Klimsiak} et al., Math. Comput. Simul. 123, 1--18 (2016; Zbl 07313628) Full Text: DOI