Pages that link to "Item:Q2873557"
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The following pages link to <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557):
Displaying 5 items.
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
- Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
