Applied Diffusion Processes from Engineering to Finance
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Published By John Wiley & Sons, Inc.

9781118578339, 9781848212497
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Numerical Methods

2013 ◽  
pp. 219-230
Author(s):  
Jacques Janssen ◽  
Oronzio Manca ◽  
Raimondo Manca
Keyword(s):  
Numerical Methods

Basic PDE in Finance

2013 ◽  
pp. 111-144
Author(s):  
Jacques Janssen ◽  
Oronzio Manca ◽  
Raimondo Manca

Monte Carlo Semi-Markov Simulation Methods

2013 ◽  
pp. 341-378
Author(s):  
Jacques Janssen ◽  
Oronzio Manca ◽  
Raimondo Manca
Keyword(s):  
Monte Carlo ◽  
Simulation Methods

Diffusion Phenomena and Models

2013 ◽  
pp. 1-16
Author(s):  
Jacques Janssen ◽  
Oronzio Manca ◽  
Raimondo Manca
Keyword(s):  
Diffusion Phenomena

Exotic and American Options Pricing Theory

2013 ◽  
pp. 145-176
Author(s):  
Jacques Janssen ◽  
Oronzio Manca ◽  
Raimondo Manca
Keyword(s):  
American Options ◽  
Options Pricing ◽  
Pricing Theory
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