Pages that link to "Item:Q2127812"

The following pages link to Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations (Q2127812):

Displaying 2 items.

• Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
• An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)