Shokrollahi, Foad The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion. (English) Zbl 1395.91467 J. Comput. Appl. Math. 344, 716-724 (2018). MSC: 91G20 91G80 60G22 PDFBibTeX XMLCite \textit{F. Shokrollahi}, J. Comput. Appl. Math. 344, 716--724 (2018; Zbl 1395.91467) Full Text: DOI arXiv
Fatemion Aghda, A. S.; Hosseini, Seyed Mohammad; Tahmasebi, Mahdieh Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump. (English) Zbl 1393.60060 J. Comput. Appl. Math. 344, 676-690 (2018). MSC: 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{A. S. Fatemion Aghda} et al., J. Comput. Appl. Math. 344, 676--690 (2018; Zbl 1393.60060) Full Text: DOI arXiv
Perman, Mihael; Zalokar, Ana Optimal hedging strategies in equity-linked products. (English) Zbl 1393.60040 J. Comput. Appl. Math. 344, 601-607 (2018). MSC: 60G40 91B30 PDFBibTeX XMLCite \textit{M. Perman} and \textit{A. Zalokar}, J. Comput. Appl. Math. 344, 601--607 (2018; Zbl 1393.60040) Full Text: DOI
Jiang, Yiming; Song, Shiyu; Wang, Yongjin Pricing European vanilla options under a jump-to-default threshold diffusion model. (English) Zbl 1395.91452 J. Comput. Appl. Math. 344, 438-456 (2018). MSC: 91G20 60G07 PDFBibTeX XMLCite \textit{Y. Jiang} et al., J. Comput. Appl. Math. 344, 438--456 (2018; Zbl 1395.91452) Full Text: DOI
Fu, Ke-Ang; Yu, Chenglong On a two-dimensional risk model with time-dependent claim sizes and risky investments. (English) Zbl 1458.62242 J. Comput. Appl. Math. 344, 367-380 (2018). MSC: 62P05 60F99 PDFBibTeX XMLCite \textit{K.-A. Fu} and \textit{C. Yu}, J. Comput. Appl. Math. 344, 367--380 (2018; Zbl 1458.62242) Full Text: DOI Link
Uğurlu, Kerem Robust optimal control using conditional risk mappings in infinite horizon. (English) Zbl 1447.49034 J. Comput. Appl. Math. 344, 275-287 (2018). MSC: 49J55 90C39 93C55 49J45 60J05 PDFBibTeX XMLCite \textit{K. Uğurlu}, J. Comput. Appl. Math. 344, 275--287 (2018; Zbl 1447.49034) Full Text: DOI arXiv
Yuan, Weipeng; Lai, Shaoyong The \(CEV\) model and its application to financial markets with volatility uncertainty. (English) Zbl 1457.91394 J. Comput. Appl. Math. 344, 25-36 (2018). MSC: 91G20 91G15 60J70 PDFBibTeX XMLCite \textit{W. Yuan} and \textit{S. Lai}, J. Comput. Appl. Math. 344, 25--36 (2018; Zbl 1457.91394) Full Text: DOI