Pages that link to "Item:Q3112474"
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The following pages link to Efficient Options Pricing Using the Fast Fourier Transform (Q3112474):
Displaying 7 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Error control of a numerical formula for the Fourier transform by Ooura's continuous Euler transform and fractional FFT (Q2511304) (← links)
- GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING (Q2814674) (← links)
- SIMPLIFIED HEDGE FOR PATH-DEPENDENT DERIVATIVES (Q2836214) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- A new method for fast computation of cumulative distribution functions by fractional FFT (Q3121203) (← links)
