3 results
Monotonicity of implied volatility for perpetual put options
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
- Published online by Cambridge University Press:
- 19 June 2023, pp. 301-310
- Print publication:
- March 2024
-
- Article
-
- You have access
- HTML
- Export citation
A Projected Algebraic Multigrid Method for Linear Complementarity Problems
-
- Journal:
- Numerical Mathematics: Theory, Methods and Applications / Volume 5 / Issue 1 / February 2012
- Published online by Cambridge University Press:
- 28 May 2015, pp. 85-98
- Print publication:
- February 2012
-
- Article
- Export citation
Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes
-
- Journal:
- East Asian Journal on Applied Mathematics / Volume 1 / Issue 1 / February 2011
- Published online by Cambridge University Press:
- 28 May 2015, pp. 20-34
- Print publication:
- February 2011
-
- Article
- Export citation