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15 results on '"feynman-kac theorem"'

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3. Numerical Method for Multi-Dimensional Coupled Forward-Backward Stochastic Differential Equations Based on Fractional Fourier Fast Transform.

5. A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY.

6. Numerical Method for Multi-Dimensional Coupled Forward-Backward Stochastic Differential Equations Based on Fractional Fourier Fast Transform

7. Operators and Boundary Problems in Finance, Economics and Insurance: Peculiarities, Efficient Methods and Outstanding Problems.

8. Option pricing under jump diffusion model.

9. Operators and Boundary Problems in Finance, Economics and Insurance: Peculiarities, Efficient Methods and Outstanding Problems

10. Random walk path solution to groundwater flow dynamics in highly heterogeneous aquifers.

11. Exchange options with stochastic liquidity risk

12. Exchange options with stochastic liquidity risk.

13. The Two-Stage PI2 Control Strategy

14. Feynman–Kac theorem in random environments and partial integro-differential equations.

15. On matching diffusions, Laplace transforms and partial differential equations.

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