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Abbaszadeh, Mostafa; Kalhor, Yasmin; Dehghan, Mehdi; Donatelli, Marco A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models. (English) Zbl 1521.91384 Eng. Anal. Bound. Elem. 150, 154-166 (2023). MSC: 91G60 65M75 65D07 91G20 PDFBibTeX XMLCite \textit{M. Abbaszadeh} et al., Eng. Anal. Bound. Elem. 150, 154--166 (2023; Zbl 1521.91384) Full Text: DOI
Nabubie, Bashiruddin; Wang, Song Numerical techniques for determining implied volatility in option pricing. (English) Zbl 1505.91414 J. Comput. Appl. Math. 422, Article ID 114913, 12 p. (2023). MSC: 91G60 65M06 91G20 PDFBibTeX XMLCite \textit{B. Nabubie} and \textit{S. Wang}, J. Comput. Appl. Math. 422, Article ID 114913, 12 p. (2023; Zbl 1505.91414) Full Text: DOI
Zheng, Nan; Wang, Shijia; Cadigan, Noel Local sensitivity equations for maximum sustainable yield reference points. (English) Zbl 1425.92171 Theor. Popul. Biol. 130, 143-159 (2019). MSC: 92D25 91B76 35Q92 PDFBibTeX XMLCite \textit{N. Zheng} et al., Theor. Popul. Biol. 130, 143--159 (2019; Zbl 1425.92171) Full Text: DOI
Jin, Yuzi; Wang, Jian; Kim, Sangkwon; Heo, Youngjin; Yoo, Changwoo; Kim, Youngrock; Kim, Junseok; Jeong, Darae Reconstruction of the time-dependent volatility function using the Black-Scholes model. (English) Zbl 1422.91766 Discrete Dyn. Nat. Soc. 2018, Article ID 3093708, 9 p. (2018). MSC: 91G60 35K55 65M06 91G20 PDFBibTeX XMLCite \textit{Y. Jin} et al., Discrete Dyn. Nat. Soc. 2018, Article ID 3093708, 9 p. (2018; Zbl 1422.91766) Full Text: DOI
El Majd, Badr Abou; Cordier, Laurent New regularization method for calibrated POD reduced-order models. (English) Zbl 1488.76113 Math. Model. Anal. 21, No. 1, 47-62 (2016). MSC: 76M99 76F20 91A10 76D05 65F22 65J20 65F20 PDFBibTeX XMLCite \textit{B. A. El Majd} and \textit{L. Cordier}, Math. Model. Anal. 21, No. 1, 47--62 (2016; Zbl 1488.76113) Full Text: DOI
Cadigan, N. G.; Wang, S. Local sensitivity of per-recruit fishing mortality reference points. (English) Zbl 1448.91190 J. Biol. Dyn. 10, No. 1, 525-545 (2016). MSC: 91B76 92D25 35B20 PDFBibTeX XMLCite \textit{N. G. Cadigan} and \textit{S. Wang}, J. Biol. Dyn. 10, No. 1, 525--545 (2016; Zbl 1448.91190) Full Text: DOI
Sachs, Ekkehard W.; Schneider, Marina Reduced-order models for the implied variance under local volatility. (English) Zbl 1304.91244 Int. J. Theor. Appl. Finance 17, No. 8, Article ID 1450053, 23 p. (2014). MSC: 91G60 62H25 65D05 91G20 PDFBibTeX XMLCite \textit{E. W. Sachs} and \textit{M. Schneider}, Int. J. Theor. Appl. Finance 17, No. 8, Article ID 1450053, 23 p. (2014; Zbl 1304.91244) Full Text: DOI
Doole, Graeme; Kingwell, Ross Robust mathematical programming for natural resource modeling under parametric uncertainty. (English) Zbl 1200.90177 Nat. Resour. Model. 23, No. 3, 285-302 (2010). MSC: 90C90 91B76 PDFBibTeX XMLCite \textit{G. Doole} and \textit{R. Kingwell}, Nat. Resour. Model. 23, No. 3, 285--302 (2010; Zbl 1200.90177) Full Text: DOI