An efficient pricing method for rainbow options based on two-dimensional modified sine–sine series expansions (Q2855742): Difference between revisions

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+Application of the Fast Gauss Transform to Option Pricing
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+A Double-Exponential Fast Gauss Transform Algorithm for Pricing Discrete Path-Dependent Options
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+Q2782371
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+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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+Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
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+PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A Fourier Transform Method for Spread Option Pricing
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+From high oscillation to rapid approximation I: modified Fourier expansions
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+From high oscillation to rapid approximation III: multivariate expansions
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+Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options
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+Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
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