Smirnov, S. N. A guaranteed deterministic approach to superhedging: no arbitrage properties of the market. (English. Russian original) Zbl 07329688 Autom. Remote Control 82, No. 1, 172-187 (2021); translation from Mat. Teor. Igr Prilozh. 11, No. 2, 68-95 (2019). MSC: 91G20 91A80 PDF BibTeX XML Cite \textit{S. N. Smirnov}, Autom. Remote Control 82, No. 1, 172--187 (2021; Zbl 07329688); translation from Mat. Teor. Igr Prilozh. 11, No. 2, 68--95 (2019) Full Text: DOI
Aït-Sahalia, Yacine; Li, Chenxu; Li, Chen Xu Closed-form implied volatility surfaces for stochastic volatility models with jumps. (English) Zbl 07327199 J. Econom. 222, No. 1, 364-392 (2021). MSC: 62 91 PDF BibTeX XML Cite \textit{Y. Aït-Sahalia} et al., J. Econom. 222, No. 1, 364--392 (2021; Zbl 07327199) Full Text: DOI
Bahl, Raj Kumari; Sabanis, Sotirios Model-independent price bounds for catastrophic mortality bonds. (English) Zbl 07324199 Insur. Math. Econ. 96, 276-291 (2021). MSC: 91G05 91G20 60G44 PDF BibTeX XML Cite \textit{R. K. Bahl} and \textit{S. Sabanis}, Insur. Math. Econ. 96, 276--291 (2021; Zbl 07324199) Full Text: DOI
Wang, Peiqi; Rong, Ximin; Zhao, Hui; Wang, Suxin Robust optimal investment and benefit payment adjustment strategy for target benefit pension plans under default risk. (English) Zbl 07319204 J. Comput. Appl. Math. 391, Article ID 113382, 18 p. (2021). MSC: 91G05 91G20 49J15 PDF BibTeX XML Cite \textit{P. Wang} et al., J. Comput. Appl. Math. 391, Article ID 113382, 18 p. (2021; Zbl 07319204) Full Text: DOI
Krzyżanowski, Grzegorz; Magdziarz, Marcin A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model. (English) Zbl 07319169 Commun. Nonlinear Sci. Numer. Simul. 96, Article ID 105676, 15 p. (2021). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65M06 91G20 60G40 PDF BibTeX XML Cite \textit{G. Krzyżanowski} and \textit{M. Magdziarz}, Commun. Nonlinear Sci. Numer. Simul. 96, Article ID 105676, 15 p. (2021; Zbl 07319169) Full Text: DOI
Lee, Jung-Kyung An efficient numerical method for pricing American put options under the CEV model. (English) Zbl 07309591 J. Comput. Appl. Math. 389, Article ID 113311, 16 p. (2021). MSC: 91G60 65N06 91G20 60G40 PDF BibTeX XML Cite \textit{J.-K. Lee}, J. Comput. Appl. Math. 389, Article ID 113311, 16 p. (2021; Zbl 07309591) Full Text: DOI
Boen, Lynn; in ’t Hout, Karel J. Operator splitting schemes for the two-asset Merton jump-diffusion model. (English) Zbl 07305168 J. Comput. Appl. Math. 387, Article ID 112309, 16 p. (2021). MSC: 65M06 65N40 65T50 60J74 35R09 45K05 91G20 91G60 35Q91 PDF BibTeX XML Cite \textit{L. Boen} and \textit{K. J. in 't Hout}, J. Comput. Appl. Math. 387, Article ID 112309, 16 p. (2021; Zbl 07305168) Full Text: DOI
Costabile, Massimo; Massabó, Ivar; Russo, Emilio; Staino, Alessandro A lattice approach to evaluate participating policies in a stochastic interest rate framework. (English) Zbl 07305131 J. Comput. Appl. Math. 385, Article ID 113212, 18 p. (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{M. Costabile} et al., J. Comput. Appl. Math. 385, Article ID 113212, 18 p. (2021; Zbl 07305131) Full Text: DOI
Orlando, Giuseppe; Taglialatela, Giovanni On the approximation of the Black and Scholes call function. (English) Zbl 07305055 J. Comput. Appl. Math. 384, Article ID 113154, 14 p. (2021). MSC: 65-02 91G20 91G60 PDF BibTeX XML Cite \textit{G. Orlando} and \textit{G. Taglialatela}, J. Comput. Appl. Math. 384, Article ID 113154, 14 p. (2021; Zbl 07305055) Full Text: DOI
Hsu, Y. L.; Lin, T. L.; Lee, Cheng Few Constant elasticity of variance option pricing model: integration and detailed derivation. (English) Zbl 1454.91290 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3829-3847 (2021). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{Y. L. Hsu} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3829--3847 (2021; Zbl 1454.91290) Full Text: DOI
Lee, Cheng Few; Chen, Yibing; Lee, John Implied variance estimates for Black-Scholes and CEV OPM: review and comparison. (English) Zbl 1454.91297 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3703-3736 (2021). MSC: 91G20 60G40 91G60 PDF BibTeX XML Cite \textit{C. F. Lee} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3703--3736 (2021; Zbl 1454.91297) Full Text: DOI
Lee, Cheng Few; Chen, Yibing; Lee, John Alternative methods to derive option pricing models: review and comparison. (English) Zbl 1451.91200 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3573-3617 (2021). MSC: 91G20 91G80 60H10 PDF BibTeX XML Cite \textit{C. F. Lee} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 3573--3617 (2021; Zbl 1451.91200) Full Text: DOI
Lee, Cheng Few Alternative security valuation model: theory and empirical results. (English) Zbl 1454.91296 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3143-3192 (2021). MSC: 91G20 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3143--3192 (2021; Zbl 1454.91296) Full Text: DOI
Chang, Jow-Ran; Lee, John Decision tree and Microsoft Excel approach for option pricing model. (English) Zbl 1452.91304 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2885-2927 (2021). MSC: 91G20 91-08 PDF BibTeX XML Cite \textit{J.-R. Chang} and \textit{J. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2885--2927 (2021; Zbl 1452.91304) Full Text: DOI
Lee, Cheng Few Credit analysis, bond rating forecasting, and default probability estimation. (English) Zbl 1454.91328 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2635-2671 (2021). MSC: 91G40 91G20 62P05 62H25 PDF BibTeX XML Cite \textit{C. F. Lee}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2635--2671 (2021; Zbl 1454.91328) Full Text: DOI
Chang, Hao; Wu, Yangru Application of filtering methods in asset pricing. (English) Zbl 1454.91313 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2303-2321 (2021). MSC: 91G30 91G20 62P05 62M20 PDF BibTeX XML Cite \textit{H. Chang} and \textit{Y. Wu}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2303--2321 (2021; Zbl 1454.91313) Full Text: DOI
Chen, Ren Raw; Lee, Cheng Few; Lee, Han-Hsing Empirical performance of the constant elasticity variance option pricing model. (English) Zbl 1452.91305 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903-1942 (2021). MSC: 91G20 60G40 91G60 91G40 PDF BibTeX XML Cite \textit{R. R. Chen} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1903--1942 (2021; Zbl 1452.91305) Full Text: DOI
Sebehela, Tumellano Entropic two-asset option. (English) Zbl 1454.91306 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1295-1344 (2021). MSC: 91G20 PDF BibTeX XML Cite \textit{T. Sebehela}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1295--1344 (2021; Zbl 1454.91306) Full Text: DOI
Tai, Tzu; Lee, Cheng Few; Dai, Tian-Shyr; Wang, Keh Luh; Chen, Hong-Yi Pricing fair deposit insurance: structural model approach. (English) Zbl 1451.91170 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 583-602 (2021). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{T. Tai} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 583--602 (2021; Zbl 1451.91170) Full Text: DOI
Goard, Joanna Closed-form formulae for European options under three-factor models. (English) Zbl 07329671 Commun. Math. Stat. 8, No. 4, 379-408 (2020). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{J. Goard}, Commun. Math. Stat. 8, No. 4, 379--408 (2020; Zbl 07329671) Full Text: DOI
Li, Hongshan; Huang, Zhongyi An iterative splitting method for pricing European options under the Heston model. (English) Zbl 07328879 Appl. Math. Comput. 387, Article ID 125424, 12 p. (2020). MSC: 65N06 35C20 35K20 PDF BibTeX XML Cite \textit{H. Li} and \textit{Z. Huang}, Appl. Math. Comput. 387, Article ID 125424, 12 p. (2020; Zbl 07328879) Full Text: DOI
van Appel, Jacques; McWalter, Thomas A. Moment approximations of displaced forward-LIBOR rates with application to swaptions. (English) Zbl 07323549 Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050046, 29 p. (2020). MSC: 91G30 91G20 PDF BibTeX XML Cite \textit{J. van Appel} and \textit{T. A. McWalter}, Int. J. Theor. Appl. Finance 23, No. 7, Article ID 2050046, 29 p. (2020; Zbl 07323549) Full Text: DOI
Kozpınar, Sinem; Uzunca, Murat; Karasözen, Bülent Pricing European and American options under Heston model using discontinuous Galerkin finite elements. (English) Zbl 07318117 Math. Comput. Simul. 177, 568-587 (2020). MSC: 65M60 91B25 91G80 PDF BibTeX XML Cite \textit{S. Kozpınar} et al., Math. Comput. Simul. 177, 568--587 (2020; Zbl 07318117) Full Text: DOI
Leduc, Guillaume; Palmer, Kenneth What a difference one probability makes in the convergence of binomial trees. (English) Zbl 07303457 Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050040, 26 p. (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{G. Leduc} and \textit{K. Palmer}, Int. J. Theor. Appl. Finance 23, No. 6, Article ID 2050040, 26 p. (2020; Zbl 07303457) Full Text: DOI
Van Bakel, Sjoerd; Borovkova, Svetlana; Michielon, Matteo Conic CVA and DVA for option portfolios. (English) Zbl 07303449 Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050032, 30 p. (2020). MSC: 91G20 91G10 PDF BibTeX XML Cite \textit{S. Van Bakel} et al., Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050032, 30 p. (2020; Zbl 07303449) Full Text: DOI
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model. (English) Zbl 07303448 Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050031, 36 p. (2020). Reviewer: Nikolaos Halidias (Athína) MSC: 91G20 60G22 60H07 PDF BibTeX XML Cite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050031, 36 p. (2020; Zbl 07303448) Full Text: DOI
Tangpi, Ludovic Efficient hedging under ambiguity in continuous time. (English) Zbl 07302957 Probab. Uncertain. Quant. Risk 5, Paper No. 6, 19 p. (2020). MSC: 91G20 60H30 60G48 PDF BibTeX XML Cite \textit{L. Tangpi}, Probab. Uncertain. Quant. Risk 5, Paper No. 6, 19 p. (2020; Zbl 07302957) Full Text: DOI
Cao, Jiling; Roslan, Teh Raihana Nazirah; Zhang, Wenjun The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure. (English) Zbl 07301066 J. Korean Math. Soc. 57, No. 5, 1167-1186 (2020). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{J. Cao} et al., J. Korean Math. Soc. 57, No. 5, 1167--1186 (2020; Zbl 07301066) Full Text: DOI
Dastgerdi, Maryam Vahid; Bastani, Ali Foroush Solving parametric fractional differential equations arising from the rough Heston model using quasi-linearization and spectral collocation. (English) Zbl 1455.91260 SIAM J. Financ. Math. 11, No. 4, 1063-1097 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G30 91G20 91G60 34A08 34A34 PDF BibTeX XML Cite \textit{M. V. Dastgerdi} and \textit{A. F. Bastani}, SIAM J. Financ. Math. 11, No. 4, 1063--1097 (2020; Zbl 1455.91260) Full Text: DOI
Wei, Zhu’e; He, Jiawen Valuation on quanto chooser option in a stochastic volatility model with jump risks. (English) Zbl 07296048 Math. Pract. Theory 50, No. 12, 94-101 (2020). MSC: 91G20 60J70 PDF BibTeX XML Cite \textit{Z. Wei} and \textit{J. He}, Math. Pract. Theory 50, No. 12, 94--101 (2020; Zbl 07296048)
Lin, Hanyan; Yuan, Yuan The integral equation formula of American option pricing in the fractional Black-Scholes model. (English) Zbl 07296044 Math. Pract. Theory 50, No. 12, 293-298 (2020). MSC: 45G10 91B25 91G20 PDF BibTeX XML Cite \textit{H. Lin} and \textit{Y. Yuan}, Math. Pract. Theory 50, No. 12, 293--298 (2020; Zbl 07296044)
Xi, Huan; Hu, Zhiming Pricing geometric average trigger reset option with predetermined levels based on double exponential jump-diffusion model with stochastic interest rate. (Chinese. English summary) Zbl 07296003 Math. Pract. Theory 50, No. 10, 21-32 (2020). MSC: 91G20 91G30 60J70 PDF BibTeX XML Cite \textit{H. Xi} and \textit{Z. Hu}, Math. Pract. Theory 50, No. 10, 21--32 (2020; Zbl 07296003)
Xue, Jie; Zhou, Shengwu; Jiang, Yiming Numerical algorithm of an American stock option pricing. (Chinese. English summary) Zbl 07294946 Acta Sci. Nat. Univ. Nankaiensis 53, No. 4, 1-7 (2020). MSC: 91G60 65M06 91G20 60G40 PDF BibTeX XML Cite \textit{J. Xue} et al., Acta Sci. Nat. Univ. Nankaiensis 53, No. 4, 1--7 (2020; Zbl 07294946)
Fry, John; Burke, Matt An options-pricing approach to election prediction. (English) Zbl 07282795 Quant. Finance 20, No. 10, 1583-1589 (2020). MSC: 91B12 91F10 91G20 62P25 PDF BibTeX XML Cite \textit{J. Fry} and \textit{M. Burke}, Quant. Finance 20, No. 10, 1583--1589 (2020; Zbl 07282795) Full Text: DOI
Derksen, M.; Kleijn, B.; de Vilder, R. Clearing price distributions in call auctions. (English) Zbl 1454.91285 Quant. Finance 20, No. 9, 1475-1493 (2020). MSC: 91G20 91B26 PDF BibTeX XML Cite \textit{M. Derksen} et al., Quant. Finance 20, No. 9, 1475--1493 (2020; Zbl 1454.91285) Full Text: DOI
Liu, Sheen; Qi, Howard; Xie, Yan Alice From equity to default correlation with taxes. (English) Zbl 1454.91228 Quant. Finance 20, No. 8, 1373-1388 (2020). MSC: 91G10 91G20 91G40 PDF BibTeX XML Cite \textit{S. Liu} et al., Quant. Finance 20, No. 8, 1373--1388 (2020; Zbl 1454.91228) Full Text: DOI
Chalamandaris, George Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective. (English) Zbl 1454.91276 Quant. Finance 20, No. 7, 1101-1122 (2020). MSC: 91G20 91G40 PDF BibTeX XML Cite \textit{G. Chalamandaris}, Quant. Finance 20, No. 7, 1101--1122 (2020; Zbl 1454.91276) Full Text: DOI
Dias, José Carlos; Nunes, João Pedro Vidal; Cruz, Aricson A note on options and bubbles under the CEV model: implications for pricing and hedging. (English) Zbl 1451.91196 Rev. Deriv. Res. 23, No. 3, 249-272 (2020). MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{J. C. Dias} et al., Rev. Deriv. Res. 23, No. 3, 249--272 (2020; Zbl 1451.91196) Full Text: DOI
Saporito, Yuri F. Short communication: pricing path-dependent derivatives under multiscale stochastic volatility models: a Malliavin representation. (English) Zbl 1452.91313 SIAM J. Financ. Math. 11, No. 3, SC-14-SC-25 (2020). MSC: 91G20 60H07 PDF BibTeX XML Cite \textit{Y. F. Saporito}, SIAM J. Financ. Math. 11, No. 3, SC-14-SC-25 (2020; Zbl 1452.91313) Full Text: DOI
Hess, Markus A pure-jump mean-reverting short rate model. (English) Zbl 1452.91318 Mod. Stoch., Theory Appl. 7, No. 2, 113-134 (2020). MSC: 91G30 91G20 60G51 60J70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 7, No. 2, 113--134 (2020; Zbl 1452.91318) Full Text: DOI
Tomovski, Živorad; Dubbeldam, Johan L. A.; Korbel, Jan Applications of Hilfer-Prabhakar operator to option pricing financial model. (English) Zbl 07268216 Fract. Calc. Appl. Anal. 23, No. 4, 996-1012 (2020). MSC: 26A33 34A08 91B25 91G20 PDF BibTeX XML Cite \textit{Ž. Tomovski} et al., Fract. Calc. Appl. Anal. 23, No. 4, 996--1012 (2020; Zbl 07268216) Full Text: DOI
Gong, Wenxiu; Xu, Zuoliang Trinomial tree method of option pricing based on GARCH model. (Chinese. English summary) Zbl 07267415 Math. Pract. Theory 50, No. 7, 106-114 (2020). MSC: 91G20 62P05 62M10 PDF BibTeX XML Cite \textit{W. Gong} and \textit{Z. Xu}, Math. Pract. Theory 50, No. 7, 106--114 (2020; Zbl 07267415)
Wei, Zhu’e; He, Jiawen Pricing quanto reset options in a stochastic volatility model with jump risks. (Chinese. English summary) Zbl 07267364 Math. Pract. Theory 50, No. 3, 48-59 (2020). MSC: 91G20 60J70 PDF BibTeX XML Cite \textit{Z. Wei} and \textit{J. He}, Math. Pract. Theory 50, No. 3, 48--59 (2020; Zbl 07267364)
Liang, Jin; Bao, Junli Pricing of a perpetual convertible bond with credit rating migration based on structure framework. (Chinese. English summary) Zbl 07267189 J. Tongji Univ., Nat. Sci. 48, No. 4, 620-628 (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{J. Liang} and \textit{J. Bao}, J. Tongji Univ., Nat. Sci. 48, No. 4, 620--628 (2020; Zbl 07267189) Full Text: DOI
Liu, Pian; Zhang, Jinliang; Zhu, Yimeng European pricing options under jump-fraction process in the fractional Hull-White interest rate model. (Chinese. English summary) Zbl 07266844 J. Inn. Mong. Norm. Univ., Nat. Sci. 49, No. 2, 135-141 (2020). MSC: 91G20 91G30 60G22 PDF BibTeX XML Cite \textit{P. Liu} et al., J. Inn. Mong. Norm. Univ., Nat. Sci. 49, No. 2, 135--141 (2020; Zbl 07266844) Full Text: DOI
Zhang, Jichao; Zhou, Hang; Ma, Hui Price volatility barrier option based on Bessel process. (Chinese. English summary) Zbl 07266653 J. Beihua Univ., Nat. Sci. 21, No. 2, 152-156 (2020). MSC: 91G20 91G80 PDF BibTeX XML Cite \textit{J. Zhang} et al., J. Beihua Univ., Nat. Sci. 21, No. 2, 152--156 (2020; Zbl 07266653) Full Text: DOI
Zhang, Lidong; Sun, Yanmei Power options pricing in uncertain environment. (Chinese. English summary) Zbl 07266340 Acta Sci. Nat. Univ. Nankaiensis 53, No. 2, 1-6 (2020). MSC: 91G20 91G30 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{Y. Sun}, Acta Sci. Nat. Univ. Nankaiensis 53, No. 2, 1--6 (2020; Zbl 07266340)
Lin, Sha; He, Xin-Jiang A regime switching fractional Black-Scholes model and European option pricing. (English) Zbl 1448.91299 Commun. Nonlinear Sci. Numer. Simul. 85, Article ID 105222, 11 p. (2020). MSC: 91G20 35R11 35Q91 91G60 42A99 PDF BibTeX XML Cite \textit{S. Lin} and \textit{X.-J. He}, Commun. Nonlinear Sci. Numer. Simul. 85, Article ID 105222, 11 p. (2020; Zbl 1448.91299) Full Text: DOI
Chau, H. N.; Rásonyi, M. Behavioral investors in conic market models. (English. Russian original) Zbl 1448.91280 Theory Probab. Appl. 65, No. 2, 330-337 (2020); translation from Teor. Veroyatn. Primen. 65, No. 2, 420-430 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G15 91G10 91G20 46B50 PDF BibTeX XML Cite \textit{H. N. Chau} and \textit{M. Rásonyi}, Theory Probab. Appl. 65, No. 2, 330--337 (2020; Zbl 1448.91280); translation from Teor. Veroyatn. Primen. 65, No. 2, 420--430 (2020) Full Text: DOI Link
El Euch, Omar; Gatheral, Jim; Radoičić, Radoš; Rosenbaum, Mathieu The Zumbach effect under rough Heston. (English) Zbl 1448.91295 Quant. Finance 20, No. 2, 235-241 (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{O. El Euch} et al., Quant. Finance 20, No. 2, 235--241 (2020; Zbl 1448.91295) Full Text: DOI
Lamberton, Damien On the binomial approximation of the American put. (English) Zbl 1448.91297 Appl. Math. Optim. 82, No. 2, 687-720 (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{D. Lamberton}, Appl. Math. Optim. 82, No. 2, 687--720 (2020; Zbl 1448.91297) Full Text: DOI
Krzyżanowski, Grzegorz; Magdziarz, Marcin; Płociniczak, Łukasz A weighted finite difference method for subdiffusive Black-Scholes model. (English) Zbl 1447.65024 Comput. Math. Appl. 80, No. 5, 653-670 (2020). MSC: 65M06 65M12 35R11 26A33 91G60 91G20 PDF BibTeX XML Cite \textit{G. Krzyżanowski} et al., Comput. Math. Appl. 80, No. 5, 653--670 (2020; Zbl 1447.65024) Full Text: DOI
Sun, Jiaojiao Mellin transform method for European option pricing under sub-fractional stochastic interest rate model. (Chinese. English summary) Zbl 1449.91159 J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 1, 18-24 (2020). MSC: 91G20 91G30 44A10 35Q91 PDF BibTeX XML Cite \textit{J. Sun}, J. Hebei Norm. Univ., Nat. Sci. Ed. 44, No. 1, 18--24 (2020; Zbl 1449.91159) Full Text: DOI
Zhang, Sumei; Zhao, Jieqiong Option pricing under mixed exponential jump diffusion model based on the FST method. (Chinese. English summary) Zbl 1449.91169 Chin. J. Eng. Math. 37, No. 2, 165-176 (2020). MSC: 91G20 60J70 60J74 45K05 91G80 PDF BibTeX XML Cite \textit{S. Zhang} and \textit{J. Zhao}, Chin. J. Eng. Math. 37, No. 2, 165--176 (2020; Zbl 1449.91169) Full Text: DOI
Pietersz, Raoul; Sengers, Frank; Michielon, Matteo Cash-settled swaptions: a new pricing model. (English) Zbl 1447.91182 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050028, 16 p. (2020). Reviewer: George Stoica (Saint John) MSC: 91G20 PDF BibTeX XML Cite \textit{R. Pietersz} et al., Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050028, 16 p. (2020; Zbl 1447.91182) Full Text: DOI
Lipton, Alexander Old problems, classical methods, new solutions. (English) Zbl 1447.91178 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020). MSC: 91G20 60G40 35Q91 PDF BibTeX XML Cite \textit{A. Lipton}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020; Zbl 1447.91178) Full Text: DOI
Shokrollahi, Foad The valuation of European option under subdiffusive fractional Brownian motion of the short rate. (English) Zbl 1447.91184 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050022, 16 p. (2020). MSC: 91G20 91G80 60G22 PDF BibTeX XML Cite \textit{F. Shokrollahi}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050022, 16 p. (2020; Zbl 1447.91184) Full Text: DOI
Oyelami, B. O.; Bishop, S. A. Impulsive jump-diffusion models for pricing securities. (English) Zbl 1447.91194 Int. J. Math. Comput. Sci. 15, No. 2, 463-483 (2020). MSC: 91G60 65C05 91G20 60J70 60J74 60G51 60H15 PDF BibTeX XML Cite \textit{B. O. Oyelami} and \textit{S. A. Bishop}, Int. J. Math. Comput. Sci. 15, No. 2, 463--483 (2020; Zbl 1447.91194) Full Text: Link
Glazyrina, Anna; Melnikov, Alexander Bachelier model with stopping time and its insurance application. (English) Zbl 1446.91060 Insur. Math. Econ. 93, 156-167 (2020). MSC: 91G05 91G20 60G40 PDF BibTeX XML Cite \textit{A. Glazyrina} and \textit{A. Melnikov}, Insur. Math. Econ. 93, 156--167 (2020; Zbl 1446.91060) Full Text: DOI
Attalienti, Antonio; Bufalo, Michele Option pricing formulas under a change of numèraire. (English) Zbl 1444.91205 Opusc. Math. 40, No. 4, 451-473 (2020). MSC: 91G20 60G46 PDF BibTeX XML Cite \textit{A. Attalienti} and \textit{M. Bufalo}, Opusc. Math. 40, No. 4, 451--473 (2020; Zbl 1444.91205) Full Text: DOI
Yang, Qing-Qing; Ching, Wai-Ki; Gu, Jiawen; Siu, Tak-Kuen Trading strategy with stochastic volatility in a limit order book market. (English) Zbl 1444.91203 Decis. Econ. Finance 43, No. 1, 277-301 (2020). MSC: 91G10 91G20 93E20 PDF BibTeX XML Cite \textit{Q.-Q. Yang} et al., Decis. Econ. Finance 43, No. 1, 277--301 (2020; Zbl 1444.91203) Full Text: DOI
Devineau, Laurent; Arrouy, Pierre-Edouard; Bonnefoy, Paul; Boumezoued, Alexandre Fast calibration of the libor market model with stochastic volatility and displaced diffusion. (English) Zbl 1449.60125 J. Ind. Manag. Optim. 16, No. 4, 1699-1729 (2020). MSC: 60J70 62P05 91G20 91G60 PDF BibTeX XML Cite \textit{L. Devineau} et al., J. Ind. Manag. Optim. 16, No. 4, 1699--1729 (2020; Zbl 1449.60125) Full Text: DOI
Tour, Geraldine; Thakoor, Nawdha; Ma, Jingtang; Tangman, Désiré Yannick A spectral element method for option pricing under regime-switching with jumps. (English) Zbl 1442.65463 J. Sci. Comput. 83, No. 3, Paper No. 61, 31 p. (2020). MSC: 65R20 91G20 91G60 91G80 PDF BibTeX XML Cite \textit{G. Tour} et al., J. Sci. Comput. 83, No. 3, Paper No. 61, 31 p. (2020; Zbl 1442.65463) Full Text: DOI
Cuomo, S.; Piccialli, F.; Sica, F. RBF methods in a stochastic volatility framework for Greeks computation. (English) Zbl 1443.91326 J. Comput. Appl. Math. 380, Article ID 112987, 7 p. (2020). MSC: 91G60 65M99 91G20 PDF BibTeX XML Cite \textit{S. Cuomo} et al., J. Comput. Appl. Math. 380, Article ID 112987, 7 p. (2020; Zbl 1443.91326) Full Text: DOI
Barski, Michał; Zabczyk, Jerzy On CIR equations with general factors. (English) Zbl 1443.91283 SIAM J. Financ. Math. 11, No. 1, 131-147 (2020). MSC: 91G20 60G44 60H20 91G30 PDF BibTeX XML Cite \textit{M. Barski} and \textit{J. Zabczyk}, SIAM J. Financ. Math. 11, No. 1, 131--147 (2020; Zbl 1443.91283) Full Text: DOI
Kamalzadeh, Fatemeh; Farnoosh, Rahman; Fathi, Kianoosh A numerical method for pricing discrete double barrier option by Chebyshev polynomials. (English) Zbl 1452.91326 Math. Sci., Springer 14, No. 1, 91-96 (2020). MSC: 91G60 91G20 65M70 PDF BibTeX XML Cite \textit{F. Kamalzadeh} et al., Math. Sci., Springer 14, No. 1, 91--96 (2020; Zbl 1452.91326) Full Text: DOI
Soleymani, Fazlollah; Akgül, Ali European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme. (English) Zbl 1437.91456 Discrete Contin. Dyn. Syst., Ser. S 13, No. 3, 889-909 (2020). MSC: 91G60 65M06 91G20 PDF BibTeX XML Cite \textit{F. Soleymani} and \textit{A. Akgül}, Discrete Contin. Dyn. Syst., Ser. S 13, No. 3, 889--909 (2020; Zbl 1437.91456) Full Text: DOI
Cruz, Aricson; Dias, José Carlos Valuing American-style options under the CEV model: an integral representation based method. (English) Zbl 1437.91427 Rev. Deriv. Res. 23, No. 1, 63-83 (2020). MSC: 91G20 60G40 PDF BibTeX XML Cite \textit{A. Cruz} and \textit{J. C. Dias}, Rev. Deriv. Res. 23, No. 1, 63--83 (2020; Zbl 1437.91427) Full Text: DOI
Matsumoto, Koichi; Shimizu, Keita Hedging derivatives on two assets with model risk. (English) Zbl 1437.91432 Asia-Pac. Financ. Mark. 27, No. 1, 83-95 (2020). MSC: 91G20 91G60 PDF BibTeX XML Cite \textit{K. Matsumoto} and \textit{K. Shimizu}, Asia-Pac. Financ. Mark. 27, No. 1, 83--95 (2020; Zbl 1437.91432) Full Text: DOI
Li, Cailing; Liu, Zaiming; Wu, Jinbiao; Huang, Xiang The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance. (English) Zbl 1437.93141 J. Syst. Sci. Complex. 33, No. 1, 26-42 (2020). MSC: 93E20 93C27 91G20 60J60 PDF BibTeX XML Cite \textit{C. Li} et al., J. Syst. Sci. Complex. 33, No. 1, 26--42 (2020; Zbl 1437.93141) Full Text: DOI
Jacquier, Antoine; Shi, Fangwei Small-time moderate deviations for the randomised Heston model. (English) Zbl 1434.60091 J. Appl. Probab. 57, No. 1, 19-28 (2020). MSC: 60F10 91G20 91B70 PDF BibTeX XML Cite \textit{A. Jacquier} and \textit{F. Shi}, J. Appl. Probab. 57, No. 1, 19--28 (2020; Zbl 1434.60091) Full Text: DOI
Bellassoued, Mourad; Brummelhuis, Raymond; Cristofol, Michel; Soccorsi, Éric Stable reconstruction of the volatility in a regime-switching local-volatility model. (English) Zbl 1434.35279 Math. Control Relat. Fields 10, No. 1, 189-215 (2020). MSC: 35R30 35K10 35Q91 91G20 PDF BibTeX XML Cite \textit{M. Bellassoued} et al., Math. Control Relat. Fields 10, No. 1, 189--215 (2020; Zbl 1434.35279) Full Text: DOI
Craddock, Mark; Grasselli, Martino Lie symmetry methods for local volatility models. (English) Zbl 1444.60063 Stochastic Processes Appl. 130, No. 6, 3802-3841 (2020). MSC: 60H15 91G20 35B06 35A30 PDF BibTeX XML Cite \textit{M. Craddock} and \textit{M. Grasselli}, Stochastic Processes Appl. 130, No. 6, 3802--3841 (2020; Zbl 1444.60063) Full Text: DOI
Bégin, Jean-François; Gauthier, Geneviève Price bias and common practice in option pricing. (English. French summary) Zbl 07194126 Can. J. Stat. 48, No. 1, 8-35 (2020). MSC: 62 PDF BibTeX XML Cite \textit{J.-F. Bégin} and \textit{G. Gauthier}, Can. J. Stat. 48, No. 1, 8--35 (2020; Zbl 07194126) Full Text: DOI
Bank, Peter; Dolinsky, Yan Scaling limits for super-replication with transient price impact. (English) Zbl 1434.91061 Bernoulli 26, No. 3, 2176-2201 (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{P. Bank} and \textit{Y. Dolinsky}, Bernoulli 26, No. 3, 2176--2201 (2020; Zbl 1434.91061) Full Text: DOI Euclid
Russo, Vincenzo; Lagasio, Valentina; Brogi, Marina; Fabozzi, Frank J. Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules. (English) Zbl 1437.91435 Ann. Finance 16, No. 1, 141-157 (2020). MSC: 91G20 91G40 91G45 PDF BibTeX XML Cite \textit{V. Russo} et al., Ann. Finance 16, No. 1, 141--157 (2020; Zbl 1437.91435) Full Text: DOI
Boen, Lynn; in ’t Hout, Karel J. Operator splitting schemes for American options under the two-asset Merton jump-diffusion model. (English) Zbl 1444.91207 Appl. Numer. Math. 153, 114-131 (2020). MSC: 91G20 60G40 35Q91 60J74 PDF BibTeX XML Cite \textit{L. Boen} and \textit{K. J. in 't Hout}, Appl. Numer. Math. 153, 114--131 (2020; Zbl 1444.91207) Full Text: DOI
Mehrdoust, Farshid; Najafi, Ali Reza A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds. (English) Zbl 1435.91189 J. Comput. Appl. Math. 375, Article ID 112796, 14 p. (2020). MSC: 91G20 91G30 91G60 PDF BibTeX XML Cite \textit{F. Mehrdoust} and \textit{A. R. Najafi}, J. Comput. Appl. Math. 375, Article ID 112796, 14 p. (2020; Zbl 1435.91189) Full Text: DOI
Catalão, André; Rosenfeld, Rogério Analytical path-integral pricing of deterministic moving-barrier options under non-Gaussian distributions. (English) Zbl 1437.91426 Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050005, 52 p. (2020). MSC: 91G20 91G80 60G99 PDF BibTeX XML Cite \textit{A. Catalão} and \textit{R. Rosenfeld}, Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050005, 52 p. (2020; Zbl 1437.91426) Full Text: DOI Link
Kouritzin, Michael A.; Mackay, Anne Branching particle pricers with Heston examples. (English) Zbl 1443.91296 Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050003, 29 p. (2020). MSC: 91G20 60G40 91B70 PDF BibTeX XML Cite \textit{M. A. Kouritzin} and \textit{A. Mackay}, Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050003, 29 p. (2020; Zbl 1443.91296) Full Text: DOI Link
Dyshaev, Mikhaĭl Mikhaĭlovich; Fedorov, Vladimir Evgen’evich The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs. (English) Zbl 1433.91174 Izv. Irkutsk. Gos. Univ., Ser. Mat. 31, 3-17 (2020). MSC: 91G20 91G10 91G60 PDF BibTeX XML Cite \textit{M. M. Dyshaev} and \textit{V. E. Fedorov}, Izv. Irkutsk. Gos. Univ., Ser. Mat. 31, 3--17 (2020; Zbl 1433.91174) Full Text: DOI Link
Roul, Pradip A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options. (English) Zbl 1437.91455 Appl. Numer. Math. 151, 472-493 (2020). Reviewer: Abdallah Bradji (Annaba) MSC: 91G60 65N35 65M12 65D07 65M06 35R11 35C08 35Q91 91G20 PDF BibTeX XML Cite \textit{P. Roul}, Appl. Numer. Math. 151, 472--493 (2020; Zbl 1437.91455) Full Text: DOI
Capriotti, Luca A path-integral approximation for non-linear diffusions. (English) Zbl 1431.91389 Quant. Finance 20, No. 1, 29-36 (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{L. Capriotti}, Quant. Finance 20, No. 1, 29--36 (2020; Zbl 1431.91389) Full Text: DOI
Gambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca General lattice methods for arithmetic Asian options. (English) Zbl 1431.91432 Eur. J. Oper. Res. 282, No. 3, 1185-1199 (2020). MSC: 91G60 60H30 91G20 PDF BibTeX XML Cite \textit{A. M. Gambaro} et al., Eur. J. Oper. Res. 282, No. 3, 1185--1199 (2020; Zbl 1431.91432) Full Text: DOI
Jin, Ting; Sun, Yun; Zhu, Yuanguo Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model. (English) Zbl 1433.91176 Appl. Math. Comput. 372, Article ID 124991, 11 p. (2020). MSC: 91G20 34A08 34F05 60A86 65L05 91G60 PDF BibTeX XML Cite \textit{T. Jin} et al., Appl. Math. Comput. 372, Article ID 124991, 11 p. (2020; Zbl 1433.91176) Full Text: DOI
Bayraktar, Erhan; Burzoni, Matteo On the quasi-sure superhedging duality with frictions. (English) Zbl 1433.91168 Finance Stoch. 24, No. 1, 249-275 (2020). Reviewer: Nikolaos Halidias (Athens) MSC: 91G20 91G10 PDF BibTeX XML Cite \textit{E. Bayraktar} and \textit{M. Burzoni}, Finance Stoch. 24, No. 1, 249--275 (2020; Zbl 1433.91168) Full Text: DOI
Bartl, Daniel; Kupper, Michael; Neufeld, Ariel Pathwise superhedging on prediction sets. (English) Zbl 07146640 Finance Stoch. 24, No. 1, 215-248 (2020). Reviewer: Maria C. Mariani (El Paso) MSC: 91G20 91B24 60G44 PDF BibTeX XML Cite \textit{D. Bartl} et al., Finance Stoch. 24, No. 1, 215--248 (2020; Zbl 07146640) Full Text: DOI arXiv
Ackerer, Damien; Filipović, Damir Linear credit risk models. (English) Zbl 1445.91066 Finance Stoch. 24, No. 1, 169-214 (2020). Reviewer: John O’Hara (Colchester) MSC: 91G40 91G20 91G60 62P05 62N02 PDF BibTeX XML Cite \textit{D. Ackerer} and \textit{D. Filipović}, Finance Stoch. 24, No. 1, 169--214 (2020; Zbl 1445.91066) Full Text: DOI
Hsu, Yu-Sheng; Wu, Cheng-Hsun Extended Black and Scholes model under bankruptcy risk. (English) Zbl 1427.91275 J. Math. Anal. Appl. 482, No. 2, Article ID 123564, 22 p. (2020). MSC: 91G20 62P05 PDF BibTeX XML Cite \textit{Y.-S. Hsu} and \textit{C.-H. Wu}, J. Math. Anal. Appl. 482, No. 2, Article ID 123564, 22 p. (2020; Zbl 1427.91275) Full Text: DOI
Huang, Can; Yang, Xiangfeng Power option pricing problem based on uncertain mean-reverting stock model with floating interest rate. (English) Zbl 1425.91402 Li, Xiang (ed.) et al., Proceedings of the sixth international forum on decision sciences, IFDS, Jinan, Shandong province, China. Singapore: Springer. Uncertain. Oper. Res., 179-194 (2020). MSC: 91G20 PDF BibTeX XML Cite \textit{C. Huang} and \textit{X. Yang}, in: Proceedings of the sixth international forum on decision sciences, IFDS, Jinan, Shandong province, China. Singapore: Springer. 179--194 (2020; Zbl 1425.91402) Full Text: DOI
Ahmadi, Z.; Hosseini, S. Mohammad; Bastani, A. Foroush A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes. (English) Zbl 1422.91676 J. Comput. Appl. Math. 363, 156-170 (2020). MSC: 91G20 60G40 91G60 PDF BibTeX XML Cite \textit{Z. Ahmadi} et al., J. Comput. Appl. Math. 363, 156--170 (2020; Zbl 1422.91676) Full Text: DOI
Araneda, Axel A. The fractional and mixed-fractional CEV model. (English) Zbl 1422.91677 J. Comput. Appl. Math. 363, 106-123 (2020). MSC: 91G20 60G22 35Q91 35R11 60H10 PDF BibTeX XML Cite \textit{A. A. Araneda}, J. Comput. Appl. Math. 363, 106--123 (2020; Zbl 1422.91677) Full Text: DOI
Yang, Xiangfeng; Zhang, Zhiqiang; Gao, Xin Asian-barrier option pricing formulas of uncertain financial market. (English) Zbl 1448.91301 Chaos Solitons Fractals 123, 79-86 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{X. Yang} et al., Chaos Solitons Fractals 123, 79--86 (2019; Zbl 1448.91301) Full Text: DOI
Harun, H. F.; Abdullah, M. H. Empirical performance of a model-free volatility against the different option strike size discreteness. (English) Zbl 1453.91095 Malays. J. Math. Sci. 13, Spec. Iss.: Conference on Mathematics, Informatics and Statistics (CMIS2018), 1-13 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{H. F. Harun} and \textit{M. H. Abdullah}, Malays. J. Math. Sci. 13, 1--13 (2019; Zbl 1453.91095) Full Text: Link
Wu, Sang; Xu, Chao; Dong, Yinghui Pricing vulnerable European options under a jump-diffusion model with stochastic rate. (Chinese. English summary) Zbl 07266316 Acta Math. Appl. Sin. 42, No. 4, 518-534 (2019). MSC: 91G20 91G30 60J70 PDF BibTeX XML Cite \textit{S. Wu} et al., Acta Math. Appl. Sin. 42, No. 4, 518--534 (2019; Zbl 07266316)
Yamaka, Woraphon; Maneejuk, Paravee Bayesian empirical likelihood estimation of smooth kink regression. (English) Zbl 07255576 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 217-233 (2019). MSC: 35K05 91G20 PDF BibTeX XML Cite \textit{W. Yamaka} and \textit{P. Maneejuk}, Thai J. Math. , 217--233 (2019; Zbl 07255576) Full Text: Link
Chanaim, Somsak; Srichaikul, Wilawan; Rungruang, Chongkolnee; Sriboonchitta, Songsak Forecasting GDP in Asian countries using relevant vector machines. (English) Zbl 07255575 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 201-215 (2019). MSC: 35K05 91G20 PDF BibTeX XML Cite \textit{S. Chanaim} et al., Thai J. Math. , 201--215 (2019; Zbl 07255575) Full Text: Link
Chitkasame, Terdthiti; Tansuchat, Roengchai An analysis of contagion effect on ASEAN stock market using multivariate Markov switching DCC GARCH. (English) Zbl 07255571 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 135-152 (2019). MSC: 35K05 91G20 PDF BibTeX XML Cite \textit{T. Chitkasame} and \textit{R. Tansuchat}, Thai J. Math. , 135--152 (2019; Zbl 07255571) Full Text: Link
Yamaka, Woraphon; Rakpho, Pichayakone; Sriboonchitta, Songsak Bayesian Markov switching quantile regression with unknown quantile \(\tau \): application to stock exchange of Thailand (SET). (English) Zbl 07255561 Thai J. Math., Spec. Iss.: Structural change modeling and optimization in econometrics 2018, 1-13 (2019). MSC: 35K05 91G20 PDF BibTeX XML Cite \textit{W. Yamaka} et al., Thai J. Math. , 1--13 (2019; Zbl 07255561) Full Text: Link
Zeng, Xiang-Chen; Zhu, Song-Ping A new simple tree approach for the Heston’s stochastic volatility model. (English) Zbl 1442.91118 Comput. Math. Appl. 78, No. 6, 1993-2010 (2019). MSC: 91G60 65M06 91G20 PDF BibTeX XML Cite \textit{X.-C. Zeng} and \textit{S.-P. Zhu}, Comput. Math. Appl. 78, No. 6, 1993--2010 (2019; Zbl 1442.91118) Full Text: DOI