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International journal of financial engineering
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Pricing options on a mean-reverting asset by the analytical operator splitting method
Lo, C. F.
;
He, Y. W.
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10013367498
Saved in:
2
Exact solutions for time-fractional Fokker–Planck–Kolmogorov equation of
Geometric
Brownian
motion
via Lie point symmetries
Naderifard, Azadeh
;
Dastranj, Elham
;
Hejazi, S. Reza
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011922983
Saved in:
3
Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a saddlepoint approximation method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
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