The following pages link to (Q4593692):
Displaying 3 items.
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
