The following pages link to A spectral method for bonds (Q2384583):
Displayed 8 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- A spectral element method to price European options. I. Single asset with and without jump diffusion (Q618463) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- Nonconforming least-squares spectral element method for European options (Q2007189) (← links)
- Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) (← links)
- Approximation of Dynamic Programs (Q3112476) (← links)