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4
Academic Journal
Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps

Authors: Zhang, WeinanAff1, Aff2, Zeng, PingpingAff2, IDs10915023024385_cor2, Zhang, GongqiuAff3, IDs10915023024385_cor3, Kwok, Yue Kuen

Superior Title: Journal of Scientific Computing. 98(2)

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7
eBook
An Analysis of Optimized Asian Options

Authors: Chen, KuijunAff1, Lu, YanniAff2, Zhang, SiyangAff3

Contributors: Appolloni, Andrea, Series EditorAff1001, Caracciolo, Francesco, Series EditorAff1002, Ding, Zhuoqi, Series EditorAff1003, Gogas, Periklis, Series EditorAff1004, Huang, Gordon, Series EditorAff1005, Nartea, Gilbert, Series EditorAff1006, Ngo, Thanh, Series EditorAff1007, Striełkowski, Wadim, Series EditorAff1008, Jiang, Yushi, editorAff1009, Shvets, Yuriy, editorAff1010, Mallick, Hrushikesh, editorAff1011

Superior Title: Proceedings of the 2022 2nd International Conference on Economic Development and Business Culture (ICEDBC 2022). 662:1021-1026

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12
Book
Hawkes Processes in Energy Markets: Modelling, Estimation and Derivatives Pricing

Authors: R. Brignone, L. Gonzato, C. Sgarra

Contributors: R. Brignone, L. Gonzato, C. Sgarra, F.E. Benth, A.E.D. Veraart, Brignone, R., Gonzato, L., Sgarra, C.

Subject Terms: Hawkes processes, Affine processes, Asian Options, Energy Markets, Continuous Sequential Importance Resampling algorithm, Maximum Likelihood Estimation

Relation: info:eu-repo/semantics/altIdentifier/isbn/978-3-031-50596-6; ispartofbook:Quantitative Energy Finance (Recent Trends and Developments); firstpage:41; lastpage:72; numberofpages:32; alleditors:F.E. Benth, A.E.D. Veraart; https://hdl.handle.net/11586/464660

Availability: https://doi.org/10.1007/978-3-031-50596-6
https://hdl.handle.net/11586/464660

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15
Academic Journal
Asian rainbow option pricing formulas of uncertain stock model

Authors: Gao, RongAff1, Wu, Wei, Liu, JieAff2

Superior Title: Soft Computing: A Fusion of Foundations, Methodologies and Applications. 25(14):8849-8873

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19
eBook
Advanced Numerical Methods in Applied Sciences

Authors: Iavernaro, Felice, Brugnano, Luigi

Subject Terms: structured matrices, numerical methods, time fractional differential equations, hierarchical splines, finite difference methods, null-space, highly oscillatory problems, stochastic Volterra integral equations, displacement rank, constrained Hamiltonian problems, hyperbolic partial differential equations, higher-order finite element methods, continuous geometric average, spectral (eigenvalue) and singular value distributions, generalized locally Toeplitz sequences, Volterra integro–differential equations, B-spline, discontinuous Galerkin methods, adaptive methods, Cholesky factorization, energy-conserving methods, order, collocation method, Poisson problems, time harmonic Maxwell’s equations and magnetostatic problems, tree, multistep methods, stochastic differential equations, optimal basis, finite difference method, elementary differential, gradient system, curl–curl operator, conservative problems, line integral methods, stochastic multistep methods, Hamiltonian Boundary Value Methods, limited memory, boundary element method, convergence, analytical solution, preconditioners, asymptotic stability, collocation methods, histogram specification, local refinement, Runge–Kutta, edge-preserving smoothing, numerical analysis, THB-splines, BS methods, barrier options, stump, shock waves and discontinuities, mean-square stability, Volterra integral equations, high order discontinuous Galerkin finite element schemes, B-splines, vectorization and parallelization, initial value problems, one-step methods, scientific computing, fractional derivative, linear systems, Hamiltonian problems, low rank completion, ordinary differential equations, mixed-index problems, edge-histogram, Hamiltonian PDEs, matrix ODEs, HBVMs, floating strike Asian options, Hermite–Obreshkov methods, generalized Schur algorithm, Galerkin method, symplecticity, high performance computing, isogeometric analysis, discretization of systems of differential equations, bic Book Industry Communication:P Mathematics & science, QA1-939, Q1-390

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Access URL: https://directory.doabooks.org/handle/20.500.12854/40207

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20
eBook
A Computational Technique for Asian Option Pricing Model

Authors: ManishaAff16, Rao, S. Chandra SekharaAff16

Contributors: Goos, Gerhard, Founding EditorAff1, Hartmanis, Juris, Founding EditorAff2, Bertino, Elisa, Editorial Board MemberAff3, Gao, Wen, Editorial Board MemberAff4, Steffen, Bernhard, Editorial Board MemberAff5, Woeginger, Gerhard, Editorial Board MemberAff6, Yung, Moti, Editorial Board MemberAff7, Rodrigues, João M. F., editorAff8, Cardoso, Pedro J. S., editorAff9, Monteiro, Jânio, editorAff10, Lam, Roberto, editorAff11, Krzhizhanovskaya, Valeria V., editorAff12, Lees, Michael H., editorAff13, Dongarra, Jack J., editorAff14, Sloot, Peter M.A., editorAff15

Superior Title: Computational Science – ICCS 2019 : 19th International Conference, Faro, Portugal, June 12–14, 2019, Proceedings, Part III. 11538:326-339

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