Pages that link to "Item:Q2288923"
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The following pages link to Quantization meets Fourier: a new technology for pricing options (Q2288923):
Displayed 6 items.
- Multiple yield curve modelling with CBI processes (Q2037767) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- A fully quantization-based scheme for FBSDEs (Q2101958) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- Quantization goes polynomial (Q4991080) (← links)
