Option pricing, interest rates and risk management

By Elyès Jouini, Jakša Cvitanić, Marek Musiela. 2001

144 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/a6ff2d9a4914be745ba78ec5719a86319a779791

How researchers see this paper

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In Finance

1. Ivo Babuska
2. Raúl Tempone
3. Georgios E. Zouraris

Citations in the corpus

• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations (2004, background): “…(2.1), together with assumption (2.1) on finite dimensional noise, gives the basis for the stochastic Galerkin finite element method (SGFEM) introduced in sections 5 and 6, while formulation (1.1) is the basis for the Monte Carlo Galerkin finite element method (MCGFEM), discussed in section 4.”