Pages that link to "Item:Q3460257"
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The following pages link to Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257):
Displaying 11 items.
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (Q5367498) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)