A new method for generating approximation algorithms for financial mathematics applications (Q5745631): Difference between revisions

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+A moment expansion approach to option pricing
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+Pricing a European Basket Option in the Presence of Proportional Transaction Costs
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+Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model
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+Application of the Fast Gauss Transform to Option Pricing
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+Pricing and Hedging Spread Options
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+Option pricing: A simplified approach
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+The Valuation of American Options for a Class of Diffusion Processes
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+Laguerre Series for Asian and Other Options
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+Pricing American Options: A Duality Approach
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+Quasi-Monte Carlo Methods in Numerical Finance
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+The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
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+Pricing American-Style Derivatives with European Call Options
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+Quasi-Monte Carlo methods with applications in finance
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+Empirical distributions of stock returns: between the stretched exponential and the power law?
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+Toward real-time pricing of complex financial derivatives
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+Saddlepoint approximations to option prices
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+LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS
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