The Hitting Time Density for a Reflected Brownian Motion.
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- Computational Economics, 2012, v. 40, n. 1, p. 1, doi. 10.1007/s10614-011-9264-0
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Works matching IS 09277099 AND DT 2012 AND VI 40 AND IP 1
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Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity.
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- Computational Economics, 2012, v. 40, n. 1, p. 19, doi. 10.1007/s10614-011-9266-y
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3
A Second-Order Difference Scheme for the Penalized Black-Scholes Equation Governing American Put Option Pricing.
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- Computational Economics, 2012, v. 40, n. 1, p. 49, doi. 10.1007/s10614-011-9268-9
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4
Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models.
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- Computational Economics, 2012, v. 40, n. 1, p. 63, doi. 10.1007/s10614-011-9269-8
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