Analytic models for parameter dependency in option price modelling (Q312173): Difference between revisions

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+The Differential Correction Algorithm for Rational $\ell _\infty  $-Approximation
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+The Pricing of Options and Corporate Liabilities
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+Discrete Rational L p Approximation
@@ Property / cites work: Discrete Rational L p Approximation / rank @@
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+Multivariate data fitting with error control
@@ Property / cites work: Multivariate data fitting with error control / rank @@
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+On the duality principle in option pricing: semimartingale setting
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+An Introduction to Financial Option Valuation
@@ Property / cites work: An Introduction to Financial Option Valuation / rank @@
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+Approximate inversion of the Black-Scholes formula using rational functions
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+Space-time adaptive finite difference method for European multi-asset options
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+Q4905685
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+Rational approximation of vertical segments
@@ Property / cites work: Rational approximation of vertical segments / rank @@
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