Pricing European passport option with radial basis function (Q1791773): Difference between revisions

@@ Property / describes a project that uses @@
+PATH Solver
@@ Property / describes a project that uses: PATH Solver / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s40819-016-0240-1
+Normal rank
@@ Property / OpenAlex ID @@
+W2510956996
@@ Property / OpenAlex ID: W2510956996 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4254411
@@ Property / cites work: Q4254411 / rank @@
+Normal rank
@@ Property / cites work @@
+Various passport options and their valuation
@@ Property / cites work: Various passport options and their valuation / rank @@
+Normal rank
@@ Property / cites work @@
+Exotic passport options
@@ Property / cites work: Exotic passport options / rank @@
+Normal rank
@@ Property / cites work @@
+Local time, coupling and the passport option
@@ Property / cites work: Local time, coupling and the passport option / rank @@
+Normal rank
@@ Property / cites work @@
+Passport options with stochastic volatility
@@ Property / cites work: Passport options with stochastic volatility / rank @@
+Normal rank
@@ Property / cites work @@
+Q3374309
@@ Property / cites work: Q3374309 / rank @@
+Normal rank
@@ Property / cites work @@
+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
+Normal rank
@@ Property / cites work @@
+Options on a traded account: Vacation calls, vacation puts and passport options
+Normal rank
@@ Property / cites work @@
+Mean stochastic comparison of diffusions
@@ Property / cites work: Mean stochastic comparison of diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of HJB equations arising from the valuation of European passport options
+Normal rank
@@ Property / cites work @@
+Optimal Strategies of Passport Options
@@ Property / cites work: Optimal Strategies of Passport Options / rank @@
+Normal rank
@@ Property / cites work @@
+CLA’s, PLA’s and a new method for pricing general passport options
+Normal rank
@@ Property / cites work @@
+Recent advances on radial basis function collocation methods
+Normal rank
@@ Property / cites work @@
+Q3147731
@@ Property / cites work: Q3147731 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2709635
@@ Property / cites work: Q2709635 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing European and American options by radial basis point interpolation
+Normal rank
@@ Property / cites work @@
+A numerical study of Asian option with radial basis functions based finite differences method
+Normal rank
@@ Property / cites work @@
+Q3446085
@@ Property / cites work: Q3446085 / rank @@
+Normal rank