Pages that link to "Item:Q299917"
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The following pages link to Pricing exotic derivatives exploiting structure (Q299917):
Displaying 4 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable (Q1681278) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
