Pages that link to "Item:Q2461660"
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The following pages link to Fast and accurate pricing of discretely monitored barrier options by numerical path integration (Q2461660):
Displayed 5 items.
- On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
- Local averaged path integration method approach for nonlinear dynamic systems (Q2008361) (← links)
- Adaptive density tracking by quadrature for stochastic differential equations (Q2152700) (← links)
- A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)