Pages that link to "Item:Q4554487"

The following pages link to Singular Fourier–Padé series expansion of European option prices (Q4554487):

Displaying 2 items.

• Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
• An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)