6906 results in Mathematical modeling and methods
AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 02 September 2021, pp. 143-162
-
- Article
- Export citation
SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 25 August 2021, pp. 228-248
-
- Article
- Export citation
AN ANALYTICAL OPTION PRICING FORMULA FOR MEAN-REVERTING ASSET WITH TIME-DEPENDENT PARAMETER
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 23 August 2021, pp. 178-202
-
- Article
- Export citation
PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 23 August 2021, pp. 249-267
-
- Article
- Export citation
FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 19 August 2021, pp. 163-177
-
- Article
- Export citation
LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 19 August 2021, pp. 203-227
-
- Article
- Export citation
OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 13 August 2021, pp. 123-142
-
- Article
- Export citation
A NOTE ON THE AXISYMMETRIC DIFFUSION EQUATION
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 3 / July 2021
- Published online by Cambridge University Press:
- 21 July 2021, pp. 333-341
-
- Article
- Export citation
OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 3 / July 2021
- Published online by Cambridge University Press:
- 21 July 2021, pp. 308-332
-
- Article
- Export citation
ANZ VOLUME 63 ISSUE 1 COVER AND BACK MATTER
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 30 June 2021, pp. b1-b6
-
- Article
-
- You have access
- Export citation
ANZ VOLUME 63 ISSUE 1 COVER AND FRONT MATTER
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 30 June 2021, pp. f1-f2
-
- Article
-
- You have access
- Export citation
ASYMMETRICAL CELL DIVISION WITH EXPONENTIAL GROWTH
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 04 June 2021, pp. 70-83
-
- Article
- Export citation
ANALYSIS OF CELL TRANSMISSION MODEL FOR TRAFFIC FLOW SIMULATION WITH APPLICATION TO NETWORK TRAFFIC
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 18 May 2021, pp. 84-99
-
- Article
- Export citation
SLOW-BURNING INSTABILITIES OF DUFORT–FRANKEL FINITE DIFFERENCING
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 30 April 2021, pp. 23-38
-
- Article
- Export citation
EFFICIENT COMPUTATION OF COORDINATE-FREE MODELS OF FLAME FRONTS
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 29 April 2021, pp. 58-69
-
- Article
- Export citation
ANZ VOLUME 62 ISSUE 4 COVER AND FRONT MATTER
-
- Journal:
- The ANZIAM Journal / Volume 62 / Issue 4 / October 2020
- Published online by Cambridge University Press:
- 20 April 2021, pp. f1-f2
-
- Article
-
- You have access
- Export citation
EDITORIAL: SPECIAL ISSUE CELEBRATING THE ACHIEVEMENTS OF PROFESSOR G. C. WAKE
-
- Journal:
- The ANZIAM Journal / Volume 62 / Issue 4 / October 2020
- Published online by Cambridge University Press:
- 20 April 2021, pp. 353-354
-
- Article
-
- You have access
- Export citation
ANZ VOLUME 62 ISSUE 4 COVER AND BACK MATTER
-
- Journal:
- The ANZIAM Journal / Volume 62 / Issue 4 / October 2020
- Published online by Cambridge University Press:
- 20 April 2021, pp. b1-b5
-
- Article
-
- You have access
- Export citation
STOCHASTIC MODEL PREDICTIVE CONTROL FOR SPACECRAFT RENDEZVOUS AND DOCKING VIA A DISTRIBUTIONALLY ROBUST OPTIMIZATION APPROACH
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 1 / January 2021
- Published online by Cambridge University Press:
- 19 April 2021, pp. 39-57
-
- Article
- Export citation
Bibliography
-
- Book:
- Nonlinear Solid Mechanics for Finite Element Analysis: Dynamics
- Published online:
- 26 February 2021
- Print publication:
- 18 March 2021, pp 326-328
-
- Chapter
- Export citation