Pages that link to "Item:Q2448388"

The following pages link to A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388):

Displaying 7 items.

• A boundary element method to price time-dependent double barrier options (Q426959) (← links)
• A fast numerical method to price American options under the Bates model (Q516683) (← links)
• Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
• Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924) (← links)
• Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257) (← links)