Author:
Coleman Thomas,Li Yuying,Verma Arun
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. An efficient and provable sequential quadratic programming method for American and swing option pricing;European Journal of Operational Research;2023-11
2. Beyond Black and Scholes;Tools for Computational Finance;2017
3. Pricing of Exotic Options;Tools for Computational Finance;2017
4. Finite-Element Methods;Tools for Computational Finance;2017
5. Standard Methods for Standard Options;Tools for Computational Finance;2017