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Items where Author is "Ehrhardt, Matthias"

Items where Author is "Ehrhardt, Matthias"

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Number of items: 5.

algorithm

Lai, Choi-Hong (2008) Numerical solutions of certain nonlinear models in European options on a distributed computing environment. In: Ehrhardt, Matthias, (ed.) Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, Inc., Hauppauge, NY, USA, pp. 305-320. ISBN 978-1-60456-931-5

financial modelling

Lai, Choi-Hong (2008) Numerical solutions of certain nonlinear models in European options on a distributed computing environment. In: Ehrhardt, Matthias, (ed.) Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, Inc., Hauppauge, NY, USA, pp. 305-320. ISBN 978-1-60456-931-5

Laplace transform

Lai, Choi-Hong (2008) Numerical solutions of certain nonlinear models in European options on a distributed computing environment. In: Ehrhardt, Matthias, (ed.) Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, Inc., Hauppauge, NY, USA, pp. 305-320. ISBN 978-1-60456-931-5

non-linear Black-Scholes equation

Lai, Choi-Hong (2008) Numerical solutions of certain nonlinear models in European options on a distributed computing environment. In: Ehrhardt, Matthias, (ed.) Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, Inc., Hauppauge, NY, USA, pp. 305-320. ISBN 978-1-60456-931-5

option pricing

Lai, Choi-Hong (2008) Numerical solutions of certain nonlinear models in European options on a distributed computing environment. In: Ehrhardt, Matthias, (ed.) Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, Inc., Hauppauge, NY, USA, pp. 305-320. ISBN 978-1-60456-931-5

This list was generated on Mon May 21 01:24:56 2018 BST.