Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis
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Index

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(09)70022-5 ◽

2009 ◽

pp. 713-726

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Analytical Approximate Solutions to American Barrier and Lookback Option Values

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(08)00017-3 ◽

2009 ◽

pp. 665-684

Author(s):

Qiang Zhang ◽

Tanya Taksar

Keyword(s):

Approximate Solutions ◽

Lookback Option ◽

Option Values

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Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(08)00009-4 ◽

2009 ◽

pp. 325-360 ◽

Cited By ~ 2

Author(s):

Huyên Pham ◽

Marco Corsi ◽

Wolfgang J. Runggaldier

Keyword(s):

Numerical Approximation ◽

Control Problems ◽

Partial Observations

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Front Matter

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(13)70045-0 ◽

2009 ◽

pp. iii

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Asymmetric Variance Reduction for Pricing American Options

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(08)00004-5 ◽

2009 ◽

pp. 169-187 ◽

Cited By ~ 1

Author(s):

Chuan-Hsiang Han ◽

Jean-Pierre Fouque

Keyword(s):

Variance Reduction ◽

American Options

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Handbook of Numerical Analysis

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(09)70001-8 ◽

2009 ◽

pp. ii

Keyword(s):

Numerical Analysis

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Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(08)00006-9 ◽

2009 ◽

pp. 227-253 ◽

Cited By ~ 6

Author(s):

T. Zariphopoulou ◽

T. Zhou

Keyword(s):

Performance Measurement ◽

Risk Tolerance ◽

Asymptotically Linear ◽

Investment Performance ◽

Local Risk

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Robust Preferences and Robust Portfolio Choice

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(08)00002-1 ◽

2009 ◽

pp. 29-87 ◽

Cited By ~ 11

Author(s):

Alexander Schied ◽

Hans Föllmer ◽

Stefan Weber

Keyword(s):

Portfolio Choice ◽

Robust Portfolio

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Real Options

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(08)00013-6 ◽

2009 ◽

pp. 531-572

Author(s):

Alain Bensoussan

Keyword(s):

Real Options

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Downside and Drawdown Risk Characteristics of Optimal Portfolios in Continuous Time

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis ◽

10.1016/s1570-8659(08)00005-7 ◽

2009 ◽

pp. 189-226

Author(s):

Dennis Yang ◽

Minjie Yu ◽

Qiang Zhang

Keyword(s):

Continuous Time ◽

Optimal Portfolios ◽

Risk Characteristics

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Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical AnalysisLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Index

Analytical Approximate Solutions to American Barrier and Lookback Option Values

Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations

Front Matter

Asymmetric Variance Reduction for Pricing American Options

Handbook of Numerical Analysis

Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance

Robust Preferences and Robust Portfolio Choice

Real Options

Downside and Drawdown Risk Characteristics of Optimal Portfolios in Continuous Time

Special Volume: Mathematical Modeling and Numerical Methods in Finance - Handbook of Numerical Analysis
Latest Publications