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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
4 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing |
Cen, Zhongdi |
2011 |
40 | 1 |
p. 49-62 |
article |
|
| 2 | Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity |
Chen, Cathy W. S. |
2011 |
40 | 1 |
p. 19-48 |
article |
|
| 3 | The Hitting Time Density for a Reflected Brownian Motion |
Hu, Qin |
2011 |
40 | 1 |
p. 1-18 |
article |
|
| 4 | Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models |
Itkin, Andrey |
2011 |
40 | 1 |
p. 63-104 |
article |
4 results found