Pages that link to "Item:Q2253075"
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The following pages link to Peaks and jumps reconstruction with \(B\)-splines scaling functions (Q2253075):
Displaying 5 items.
- Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach (Q278288) (← links)
- Efficient wavelets-based valuation of synthetic CDO tranches (Q495089) (← links)
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478) (← links)
- Quantifying credit portfolio losses under multi-factor models (Q5031704) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
