Pages that link to "Item:Q2288941"

The following pages link to Hilbert transform, spectral filters and option pricing (Q2288941):

Displaying 7 items.

• Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
• A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
• A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
• Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
• A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
• Green transition, investment horizon, and dynamic portfolio decisions (Q6547048) (← links)
• The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)