Samimi, Hossein; Najafi, Alireza Bond and option prices under skew Vasicek model with transaction cost. (English) Zbl 1512.91153 Math. Probl. Eng. 2021, Article ID 9920240, 8 p. (2021). MSC: 91G20 PDFBibTeX XMLCite \textit{H. Samimi} and \textit{A. Najafi}, Math. Probl. Eng. 2021, Article ID 9920240, 8 p. (2021; Zbl 1512.91153) Full Text: DOI
Aziz, Taha On the resolution of a remarkable bond pricing model from financial mathematics: application of the deductive group theoretical technique. (English) Zbl 1512.91136 Math. Probl. Eng. 2021, Article ID 9974073, 10 p. (2021). MSC: 91G20 35A30 35Q91 PDFBibTeX XMLCite \textit{T. Aziz}, Math. Probl. Eng. 2021, Article ID 9974073, 10 p. (2021; Zbl 1512.91136) Full Text: DOI
Yao, Luogen; Yang, Gang Option pricing by probability distortion operator based on the quantile function. (English) Zbl 1435.91193 Math. Probl. Eng. 2019, Article ID 5831569, 9 p. (2019). MSC: 91G20 91G70 PDFBibTeX XMLCite \textit{L. Yao} and \textit{G. Yang}, Math. Probl. Eng. 2019, Article ID 5831569, 9 p. (2019; Zbl 1435.91193) Full Text: DOI
Kouritzin, Michael A. Microstructure models with short-term inertia and stochastic volatility. (English) Zbl 1394.91311 Math. Probl. Eng. 2015, Article ID 323475, 17 p. (2015). MSC: 91B70 PDFBibTeX XMLCite \textit{M. A. Kouritzin}, Math. Probl. Eng. 2015, Article ID 323475, 17 p. (2015; Zbl 1394.91311) Full Text: DOI
Shokrollahi, Foad; Kılıçman, Adem Pricing currency option in a mixed fractional Brownian motion with jumps environment. (English) Zbl 1407.91257 Math. Probl. Eng. 2014, Article ID 858210, 13 p. (2014). MSC: 91G20 60G22 60J75 35R11 PDFBibTeX XMLCite \textit{F. Shokrollahi} and \textit{A. Kılıçman}, Math. Probl. Eng. 2014, Article ID 858210, 13 p. (2014; Zbl 1407.91257) Full Text: DOI
Yu, Xisheng; Liu, Qiang Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis. (English) Zbl 1407.91280 Math. Probl. Eng. 2014, Article ID 763751, 13 p. (2014). MSC: 91G60 91G20 65C05 PDFBibTeX XMLCite \textit{X. Yu} and \textit{Q. Liu}, Math. Probl. Eng. 2014, Article ID 763751, 13 p. (2014; Zbl 1407.91280) Full Text: DOI
Huang, Jian; Cen, Zhongdi Cubic spline method for a generalized Black-Scholes equation. (English) Zbl 1407.91271 Math. Probl. Eng. 2014, Article ID 484362, 7 p. (2014). MSC: 91G60 65M70 91G20 PDFBibTeX XMLCite \textit{J. Huang} and \textit{Z. Cen}, Math. Probl. Eng. 2014, Article ID 484362, 7 p. (2014; Zbl 1407.91271) Full Text: DOI
Xi, Jun; Chen, Yanqing; Cao, Jianwen Algorithms of finite difference for pricing American options under fractional diffusion models. (English) Zbl 1407.91277 Math. Probl. Eng. 2014, Article ID 364868, 8 p. (2014). MSC: 91G60 45K05 35R11 65M06 91G20 PDFBibTeX XMLCite \textit{J. Xi} et al., Math. Probl. Eng. 2014, Article ID 364868, 8 p. (2014; Zbl 1407.91277) Full Text: DOI
Xiaoping, Hu; Jie, Cao Randomized binomial tree and pricing of American-style options. (English) Zbl 1407.91276 Math. Probl. Eng. 2014, Article ID 291737, 6 p. (2014). MSC: 91G60 91G20 PDFBibTeX XMLCite \textit{H. Xiaoping} and \textit{C. Jie}, Math. Probl. Eng. 2014, Article ID 291737, 6 p. (2014; Zbl 1407.91276) Full Text: DOI
Ruan, Xinfeng; Zhu, Wenli; Li, Shuang; Huang, Jiexiang Option pricing under risk-minimization criterion in an incomplete market with the finite difference method. (English) Zbl 1296.91285 Math. Probl. Eng. 2013, Article ID 165727, 9 p. (2013). MSC: 91G60 91G20 65M06 35Q91 PDFBibTeX XMLCite \textit{X. Ruan} et al., Math. Probl. Eng. 2013, Article ID 165727, 9 p. (2013; Zbl 1296.91285) Full Text: DOI
Londoño, Jaime A. State-dependent utilities and incomplete markets. (English) Zbl 1296.91114 Math. Probl. Eng. 2013, Article ID 359701, 8 p. (2013). MSC: 91B24 91B26 91B16 60G60 60H30 PDFBibTeX XMLCite \textit{J. A. Londoño}, Math. Probl. Eng. 2013, Article ID 359701, 8 p. (2013; Zbl 1296.91114) Full Text: DOI
Costa, O. L. V.; Filho, E. V. Queiroz Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions. (English) Zbl 1264.91114 Math. Probl. Eng. 2012, Article ID 937324, 20 p. (2012). MSC: 91G10 91G20 91G50 PDFBibTeX XMLCite \textit{O. L. V. Costa} and \textit{E. V. Q. Filho}, Math. Probl. Eng. 2012, Article ID 937324, 20 p. (2012; Zbl 1264.91114) Full Text: DOI
Zhang, Su-Mei; Wang, Li-He A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk. (English) Zbl 1264.91142 Math. Probl. Eng. 2012, Article ID 761637, 17 p. (2012). MSC: 91G60 91G20 65T50 60H30 PDFBibTeX XMLCite \textit{S.-M. Zhang} and \textit{L.-H. Wang}, Math. Probl. Eng. 2012, Article ID 761637, 17 p. (2012; Zbl 1264.91142) Full Text: DOI
Swishchuk, Anatoliy; Manca, Raimondo Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. (English) Zbl 1202.91355 Math. Probl. Eng. 2010, Article ID 537571, 17 p. (2010). MSC: 91G80 91G30 91G20 PDFBibTeX XMLCite \textit{A. Swishchuk} and \textit{R. Manca}, Math. Probl. Eng. 2010, Article ID 537571, 17 p. (2010; Zbl 1202.91355) Full Text: DOI EuDML