Pages that link to "Item:Q1633313"

The following pages link to A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313):

Displayed 3 items.

• A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) ‎ (← links)
• Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) ‎ (← links)
• A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) ‎ (← links)