Pages that link to "Item:Q1789629"
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The following pages link to Chebyshev reduced basis function applied to option valuation (Q1789629):
Displaying 3 items.
- A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- An extension of Heston's SV model to stochastic interest rates (Q2423541) (← links)