Goard, Joanna : rechercher sur Z-Library

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1

STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS

Joanna Goard, Mathew Mazur

Journal:

Mathematical Finance

Année:

2012

Langue:

english

Fichier:

PDF, 757 KB

english, 2012

2

Exact solutions for a strike reset put option and a shout call option

Journal:

Mathematical and Computer Modelling

Année:

2012

Langue:

english

Fichier:

PDF, 325 KB

english, 2012

3

A Time-Dependent Variance Model for Pricing Variance and Volatility Swaps

Journal:

Applied Mathematical Finance

Année:

2011

Langue:

english

Fichier:

PDF, 201 KB

english, 2011

4

Symmetries for initial value problems

Goard, Joanna, Al-Nassar, Samar

Journal:

Applied Mathematics Letters

Année:

2014

Langue:

english

Fichier:

PDF, 345 KB

english, 2014

5

Using Utility Functions to Model Risky Bonds

Journal:

Applied Mathematical Finance

Année:

2007

Langue:

english

Fichier:

PDF, 610 KB

english, 2007

6

Comparison of the performance of a time‐dependent short‐interest rate model with time‐independent models

Goard, Joanna, Hansen, Noel

Journal:

Applied Mathematical Finance

Année:

2004

Langue:

english

Fichier:

PDF, 464 KB

english, 2004

7

Stochastic Models for Oil Prices and the Pricing of Futures on Oil

Aba Oud, Mohammed A., Goard, Joanna

Journal:

Applied Mathematical Finance

Année:

2015

Langue:

english

Fichier:

PDF, 252 KB

english, 2015

8

VALUATION OF OPTIONS ON OIL FUTURES UNDER THE 3/4 OIL PRICE MODEL

OUD, MOHAMMED A. ABA, GOARD, JOANNA

Journal:

International Journal of Theoretical and Applied Finance

Année:

2015

Langue:

english

Fichier:

PDF, 203 KB

english, 2015

9

APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY

Journal:

The ANZIAM Journal

Année:

2016

Langue:

english

Fichier:

PDF, 250 KB

english, 2016

10

Exact Solutions of the Richards Equation With Nonlinear Plant-Root Extraction

Broadbridge, Philip, Daly, Edoardo, Goard, Joanna

Journal:

Water Resources Research

Année:

2017

Langue:

english

Fichier:

PDF, 952 KB

english, 2017

11

AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD

KE, ZIWIE, GOARD, JOANNA, ZHU, SONG-PING

Journal:

The ANZIAM Journal

Année:

2018

Langue:

english

Fichier:

PDF, 306 KB

english, 2018

12

Erratum to "Fundamental Solutions to Kolmogorov Equations via Reduction to Canonical Form"

Journal:

Advances in Decision Sciences

Année:

2011

Langue:

english

Fichier:

PDF, 1.77 MB

english, 2011

13

Fundamental solutions to Kolmogorov equations via reduction to canonical form

Journal:

Journal of Applied Mathematics & Decision Sciences

Année:

2006

Langue:

english

Fichier:

PDF, 2.10 MB

english, 2006

14

Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics

Rodrigo, Marianito R., Goard, Joanna

Journal:

Applied Mathematical Modelling

Année:

2018

Langue:

english

Fichier:

PDF, 410 KB

english, 2018

15

Nonlinear Superposition Principles Obtained by Lie Symmetry Methods

Joanna M. Goard, Philip Broadbridge

Journal:

Journal of Mathematical Analysis and Applications

Année:

1997

Langue:

english

Fichier:

PDF, 254 KB

english, 1997

16

Solutions to Nonlinear Partial Differential Equations from Symmetry-Enhancing and Symmetry-Preserving Constraints

Joanna Goard, Philip Broadbridge

Journal:

Journal of Mathematical Analysis and Applications

Année:

1999

Langue:

english

Fichier:

PDF, 100 KB

english, 1999

17

Nonclassical symmetry analysis of nonlinear reaction-diffusion equations in two spatial dimensions

Joanna Goard, Philip Broadbridge

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Année:

1996

Langue:

english

Fichier:

PDF, 844 KB

english, 1996

18

Compatibility and generalised conditional symmetries

Journal:

Physics Letters A

Année:

2007

Langue:

english

Fichier:

PDF, 121 KB

english, 2007

19

The integrable nonlinear degenerate diffusion equationut=[f(u)ux−1xand its relatives

Joanna M. Goard, Philip Broadbridge, Daniel J. Arrigo

Journal:

Zeitschrift für Angewandte Mathematik und Physik (ZAMP)

Année:

1996

Langue:

english

Fichier:

PDF, 591 KB

english, 1996

20

Exact solution of a degenerate fully nonlinear diffusion equation

Philip Broadbridge, Joanna M. Goard

Journal:

Zeitschrift für Angewandte Mathematik und Physik (ZAMP)

Année:

2004

Langue:

english

Fichier:

PDF, 118 KB

english, 2004

21

Exact and approximate solutions for options with time-dependent stochastic volatility

Journal:

Applied Mathematical Modelling

Année:

2014

Langue:

english

Fichier:

PDF, 520 KB

english, 2014

22

Notes, Comments and Abstracts

Goard, Joanna, Al-Nassar, Samar

Journal:

Année:

1941

Langue:

english

Fichier:

PDF, 231 KB

english, 1941

23

Noninvariant Boundary Conditions

Journal:

Applicable Analysis

Année:

2003

Langue:

english

Fichier:

PDF, 131 KB

english, 2003

24

Finding symmetries by incorporating initial conditions as side conditions

Journal:

European Journal of Applied Mathematics

Année:

2008

Langue:

english

Fichier:

PDF, 285 KB

english, 2008

25

The method of generalised conditional symmetries and its various implementations

GOARD, JOANNA M.

Journal:

European Journal of Applied Mathematics

Année:

2000

Langue:

english

Fichier:

PDF, 197 KB

english, 2000

26

Closed-Form Formulae for European Options Under Three-Factor Models

Journal:

Communications in Mathematics and Statistics

Année:

2019

Fichier:

PDF, 699 KB

2019

27

Closed-Form Formulae for European Options Under Three-Factor Models

Journal:

Communications in Mathematics and Statistics

Année:

2019

Langue:

english

Fichier:

PDF, 699 KB

english, 2019