International Journal of Computer Mathematics, Volume 93, Issue 5 (2016)

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International Journal of Computer Mathematics, Volume 93, Issue 5 (2016)

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Editorial

Editorial
Novel methods in computational finance
Matthias Ehrhardt, Lucas Jódar Sánchez & Rafael Company
Pages: 723-724
Published online: 07 Apr 2016
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Original Articles

Article
Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation
Soňa Kilianová & Mária Trnovská
Pages: 725-734
Published online: 26 Mar 2014
AbstractforRobust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation | Full Text | References | PDF (471.6 KB)
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Article
The operation of infimal/supremal convolution in mathematical economics
L. Bayón, P.J. García-Nieto, R. García-Rubio, J.M. Grau, M.M. Ruiz & P.M. Suárez
Pages: 735-748
Published online: 22 May 2014
AbstractforThe operation of infimal/supremal convolution in mathematical economics | Full Text | References | PDF (201.1 KB)
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Article
Optimal allocation–consumption problem for a portfolio with an illiquid asset
Ljudmila A. Bordag, Ivan P. Yamshchikov & Dmitry Zhelezov
Pages: 749-760
Published online: 26 Mar 2014
AbstractforOptimal allocation–consumption problem for a portfolio with an illiquid asset | Full Text | References | PDF (154.3 KB)
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Article
A new numerical method for pricing fixed-rate mortgages with prepayment and default options
Maria del Carmen Calvo-Garrido & Carlos Vázquez
Pages: 761-780
Published online: 26 Mar 2014
AbstractforA new numerical method for pricing fixed-rate mortgages with prepayment and default options | Full Text | References | PDF (674.1 KB)
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Article
On splitting-based numerical methods for nonlinear models of European options
Miglena N. Koleva & Lubin G. Vulkov
Pages: 781-796
Published online: 27 Mar 2014
AbstractforOn splitting-based numerical methods for nonlinear models of European options | Full Text | References | PDF (827.5 KB)
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Article
Using the building energy rating software for mathematically modelling operation costs in a simulated home
María J. Ruá & Natividad Guadalajara
Pages: 797-806
Published online: 27 Mar 2014
AbstractforUsing the building energy rating software for mathematically modelling operation costs in a simulated home | Full Text | References | PDF (173.6 KB)
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REVIEW

On the understanding of profiles by means of post-processing techniques: an application to financial assets
Karina Gibert & Dante Conti
Pages: 807-820
Published online: 06 May 2014
AbstractforOn the understanding of profiles by means of post-processing techniques: an application to financial assets | Full Text | References | PDF (469.9 KB)
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Original Articles

Article
American option pricing problem transformed on finite interval
T.B. Gyulov & R.L. Valkov
Pages: 821-836
Published online: 13 May 2014
AbstractforAmerican option pricing problem transformed on finite interval | Full Text | References | PDF (526.2 KB)
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