Pages that link to "Item:Q2304872"
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The following pages link to Efficient pricing of European options on two underlying assets by frame duality (Q2304872):
Displaying 5 items.
- A highly accurate algorithm for retrieving the predicted behavior of problems with piecewise-smooth initial data (Q2073958) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
