Pages that link to "Item:Q2437361"
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The following pages link to Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361):
Displayed 3 items.
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)