726
Views
1
CrossRef citations to date
0
Altmetric
Editorial

Novel methods in computational finance

, &

References

  • L. Bayón, P.J. García-Nieto, R. García-Rubio, J.M. Grau, M.M. Ruiz, and P.M. Suárez, The operation of infimal/supremal convolution in mathematical economics, Int. J. Comput. Math. (2015).
  • L.A. Bordag, I.P. Yamshchikov, and D. Zhelezov, Optimal allocation-consumption problem for a portfolio with an illiquid asset, Int. J. Comput. Math. (2015).
  • M.C. Calvo-Garrido and C. Vázquez, A new numerical method for pricing fixed-rate mortgages with prepayment and default options, Int. J. Comput. Math. (2015).
  • K. Gibert, D. Conti, On the understanding of profiles by means of post-processing techniques: An application to financial assets, Int. J. Comput. Math. (2015).
  • T.B. Gyulov and R.L. Valkov, American option pricing problem transformed on finite interval, Int. J. Comput. Math. (2015).
  • S. Kilianová and M. Trnovská, Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation, Int. J. Comput. Math. (2015).
  • M.N. Koleva and L.G. Vulkov, On splitting-based numerical methods for nonlinear models of European options, Int. J. Comput. Math. (2015).
  • M.J. Ruá and N. Guadalajara, Using the building energy rating software for mathematically modelling operation costs in a simulated home, Int. J. Comput. Math. (2015).

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.