Browsen in EconStor gesamt nach Autor:innen Jüngel, Ansgar
Zeige Ergebnisse 1 bis 4 von 4
Erscheinungsjahr | Titel | Autor:innen |
2001 | High order compact finite difference schemes for a nonlinear Black-Scholes equation | Düring, Bertram; Fournié, Michel; Jüngel, Ansgar |
2004 | A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets | Düring, Bertram; Jüngel, Ansgar |
2004 | Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation | Fournié, Michel; Düring, Bertram; Jüngel, Ansgar |
2006 | A sequential quadratic programming method for volatility estimation in option pricing | Düring, Bertram; Jüngel, Ansgar; Volkwein, S. |