Pages that link to "Item:Q1676013"
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The following pages link to Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013):
Displaying 4 items.
- Mathematical modeling and computational methods (Q1675997) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- A unified approach to solving parabolic Volterra partial integro-differential equations for a broad category of kernels: numerical analysis and computing (Q6197606) (← links)
