Pages that link to "Item:Q2855742"
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The following pages link to An efficient pricing method for rainbow options based on two-dimensional modified sine–sine series expansions (Q2855742):
Displaying 6 items.
- Pricing basket options by polynomial approximations (Q670300) (← links)
- Spectral element method for parabolic initial value problem with non-smooth data: analysis and application (Q1691404) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- Pricing geometric Asian rainbow options under fractional Brownian motion (Q2150086) (← links)
- A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
- APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION (Q4563791) (← links)
