The following pages link to Samuli Ikonen (Q841110):
Displaying 7 items.
- Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
- (Q1767128) (redirect page) (← links)
- Operator splitting methods for American option pricing. (Q1767129) (← links)
- (Q3526616) (← links)
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
- Efficient numerical methods for pricing American options under stochastic volatility (Q5438239) (← links)
- (Q5453896) (← links)