An accurate and stable numerical method for option hedge parameters (Q2148048): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Option valuation under no-arbitrage constraints with neural networks
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+Deep hedging of long-term financial derivatives
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+A high order method for pricing of financial derivatives using radial basis function generated finite differences
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+A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option
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+A fourth order numerical method based on B-spline functions for pricing Asian options
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+Convergence of the mimetic finite difference and fitted mimetic finite difference method for options pricing
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+Pricing discretely-monitored double barrier options with small probabilities of execution
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+Interpolation Methods for Curve Construction
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+A practical finite difference method for the three-dimensional Black-Scholes equation
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+A new integral equation approach for pricing American-style barrier options with rebates
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