International Standard Serial Number (issn)
- 0898-1221
Computers and Mathematics with Applications
JournalIdentity
Other
Publication Venue For
- A new simple tree approach for the Heston's stochastic volatility model 2020
- A Monte-Carlo based approach for pricing credit default swaps with regime switching 2018
- A modified Black-Scholes pricing formula for European options with bounded underlying prices 2018
- A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate 2018
- Pricing puttable convertible bonds with integral equation approaches 2018
- An alternative form used to calibrate the Heston option pricing model 2016
- An integral equation approach for the valuation of American-style down-and-out calls with rebates 2016
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation 2015
- Stock loan valuation under a stochastic interest rate model 2015
- A new exact solution for pricing European options in a two-state regime-switching economy 2012
- Efficient oblivious transfers with access control 2012
- A predictor-corrector scheme based on ADI method for pricing American puts with stochastic volatility 2011
- Provably secure server-aided verification signatures 2011
Identity
International Standard Serial Number (issn)
- 0898-1221
Other
Publication Venue For
- A new simple tree approach for the Heston's stochastic volatility model 2020
- A Monte-Carlo based approach for pricing credit default swaps with regime switching 2018
- A modified Black-Scholes pricing formula for European options with bounded underlying prices 2018
- A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate 2018
- Pricing puttable convertible bonds with integral equation approaches 2018
- An alternative form used to calibrate the Heston option pricing model 2016
- An integral equation approach for the valuation of American-style down-and-out calls with rebates 2016
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation 2015
- Stock loan valuation under a stochastic interest rate model 2015
- A new exact solution for pricing European options in a two-state regime-switching economy 2012
- Efficient oblivious transfers with access control 2012
- A predictor-corrector scheme based on ADI method for pricing American puts with stochastic volatility 2011
- Provably secure server-aided verification signatures 2011