Pages that link to "Item:Q1674181"
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The following pages link to Modified B-spline collocation approach for pricing American style Asian options (Q1674181):
Displayed 4 items.
- A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)