Pages that link to "Item:Q1746428"
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The following pages link to Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428):
Displaying 4 items.
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
- JDOI variance reduction method and the pricing of American-style options (Q5079357) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)
