Pages that link to "Item:Q426959"

The following pages link to A boundary element method to price time-dependent double barrier options (Q426959):

Displaying 2 items.

• A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
• Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)