Pages that link to "Item:Q5210912"
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The following pages link to SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912):
Displayed 5 items.
- Efficient pricing of European options on two underlying assets by frame duality (Q2304872) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)
- Distributed energy resources flexibility as volumetric options on electricity (Q6187722) (← links)