Pages that link to "Item:Q4682701"
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The following pages link to Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701):
Displaying 6 items.
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
- Pricing Arithmetic Asian Options Under Lévy Models by Backward Induction in the Dual Space (Q4635240) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
- Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates (Q5886356) (← links)
