Nonlinear models in option pricing an introduction

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Bibliographische Detailangaben
Veröffentlicht in:	Nonlinear models in mathematical finance
1. Verfasser:	Ehrhardt, Matthias (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2008
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Nonlinear models in option pricing : an introduction	2008	Ehrhardt, Matthias
Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation	2008	Ševčovič, Daniel
Global in space numerical computation for the nonlinear Black-Scholes equation	2008	Ishimura, Naoyuki
Calibration problems in option pricing	2008	Düring, Bertram
Utility indifference pricing with market incompleteness	2008	Monoyios, Michael
Distributional solutions to an integro-differential parabolic problem arising on financial mathematics	2008	Mariani, Maria Christina
Pricing options in illiquid markets : symmetry reductions and exact solutions	2008	Bordag, Ljudmila A.
Option pricing and hedging in the presence of transaction costs and nonlinear partial differential equations	2008	Zakamouline, Valeri
A semidiscretisation method for solving nonlinear Black-Scholes equations : numerical analysis and computing	2008	Jódar, Lucas
Fixed domain transformations and split-step finite difference schemes for nonlinear black-scholes equations for American options	2008	Ankudinova, Julia
Pricing hydroelectric power plants with/without operational restrictions : a stochastic control approach	2008	Chen, Zhuliang
Numerical solutions of certain nonlinear models in European options on a distributed computing environment	2008	Lai, Choi-Hong