Pages that link to "Item:Q2517493"
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The following pages link to Efficient pricing of Bermudan options using recombining quadratures (Q2517493):
Displaying 6 items.
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- On pricing options with stressed-beta in a reduced form model (Q2353840) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- The pricing of compound option under variance gamma process by FFT (Q5079198) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
