<i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557): Difference between revisions

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-Michael Kwok-Po Ng
@@ Property / author: Michael Kwok-Po Ng / rank @@
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+Michael Kwok-Po Ng
@@ Property / author: Michael Kwok-Po Ng / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2010.538074
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@@ Property / OpenAlex ID @@
+W2071530452
@@ Property / OpenAlex ID: W2071530452 / rank @@
+Normal rank
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+Numerical inversion of probability generating functions
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+A moment expansion approach to option pricing
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+Spectral calibration of exponential Lévy models
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+How to  prove that a preconditioner   cannot be superlinear
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@@ links / mardi / name / links / mardi / name @@
+Publication:2873557