Search

Now showing items 1-10 of 140

Development of fluorescent and luminescent probes for reactive oxygen species

Type: Journal Paper

Author : Huai-Song Wang

Year: 2016

Request PDF

Pricing options under jump diffusion processes with fitted finite volume method

Type: Journal Paper

Author : Kai Zhang; Song Wang

Year: 2008

Request PDF

A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing

Type: Journal Paper

Author : Wen Chen; Song Wang

Year: 2017

Request PDF

Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing

Type: Journal Paper

Author : Lutz Angermann; Song Wang

Year: 2007

Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing

Type: Journal Paper

Author : Song Wang; Wen Li

Year: 2015

Request PDF

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering

Type: Journal Paper

Author : Song Wang; Kai Zhang

Year: 2016

Request PDF

A finite difference method for pricing European and American options under a geometric Lévy process

Type: Journal Paper

Author : Wen Chen; Song Wang

Year: 2014

Request PDF

Magnetic properties and heavy metal pollution of soils in the vicinity of a cement plant, Xuzhou (China)

Type: Journal Paper

Author : Xue Song Wang

Year: 2013

Request PDF

The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains

Type: Journal Paper

Author : Steven Richardson; Song Wang

Year: 2009

Request PDF

A computational scheme for uncertain volatility model in option pricing

Type: Journal Paper

Author : Kai Zhang; Song Wang

Publisher: Elsevier Science

Year: 2009

Request PDF

1
2
3
4
. . .
14

Search

Development of fluorescent and luminescent probes for reactive oxygen species

Pricing options under jump diffusion processes with fitted finite volume method

A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing

Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing

Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering

A finite difference method for pricing European and American options under a geometric Lévy process

Magnetic properties and heavy metal pollution of soils in the vicinity of a cement plant, Xuzhou (China)

The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains

A computational scheme for uncertain volatility model in option pricing

Author

Publisher

Year

Keywords

Type

Language (ISO)

Content Type

Publication Title

Search

Filters

Development of fluorescent and luminescent probes for reactive oxygen species

Pricing options under jump diffusion processes with fitted finite volume method

A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing

Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing

Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering

A finite difference method for pricing European and American options under a geometric Lévy process

Magnetic properties and heavy metal pollution of soils in the vicinity of a cement plant, Xuzhou (China)

The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains

A computational scheme for uncertain volatility model in option pricing