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

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+Q4254411
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+Various passport options and their valuation
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+Exotic passport options
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+Local time, coupling and the passport option
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+Passport options with stochastic volatility
@@ Property / cites work: Passport options with stochastic volatility / rank @@
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+Q3374309
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+Options on a traded account: Vacation calls, vacation puts and passport options
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+Mean stochastic comparison of diffusions
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+Viscosity solutions of HJB equations arising from the valuation of European passport options
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+Optimal Strategies of Passport Options
@@ Property / cites work: Optimal Strategies of Passport Options / rank @@
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+CLA’s, PLA’s and a new method for pricing general passport options
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+Recent advances on radial basis function collocation methods
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+Q3147731
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+Q2709635
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+Pricing European and American options by radial basis point interpolation
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+A numerical study of Asian option with radial basis functions based finite differences method
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+Q3446085
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