most citedA Comment on the Conformable Euler Finite Difference Method

10 citations

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2 papers

q-fin.PR2024

Risk-indifference Pricing of American-style Contingent Claims

Rohini Kumar, Frederick "Forrest" Miller, Hussein Nasralah +1

This paper studies the pricing of contingent claims of American style, using indifference pricing by fully dynamic convex risk measures. We provide a general definition of risk-ind…

math.GM2021★ 10 cited

A Comment on the Conformable Euler Finite Difference Method

D. P. Clemence-Mkhope

A method, recently advanced as the conformable Euler method, a general method for the finite difference discretization of fractional initial value problems for fractions in (0, 1],…