Pages that link to "Item:Q5245351"

The following pages link to Lookback option pricing using the Fourier transform B-spline method (Q5245351):

Displaying 2 items.

• Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
• Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)