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Found 48 Documents (Results 1–48)

Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing. (English. Russian original) Zbl 1330.35069

Differ. Equ. 51, No. 9, 1157-1164 (2015); translation from Differ. Uravn. 51, No. 9, 1166-1173 (2015).
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Credit barrier models in a discrete framework. (English) Zbl 1080.91025

Yin, George (ed.) et al., Mathematics of finance. Proceedings of an AMS-IMS-SIAM joint summer research conference on mathematics of finance, June 22–26, 2003, Snowbird, Utah, USA. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3412-6/pbk). Contemporary Mathematics 351, 1-11 (2004).
MSC:  91B28 33C45 39A70 60J75 91B70
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