Pages that link to "Item:Q5247232"
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The following pages link to Option pricing and Greeks via a moving least square meshfree method (Q5247232):
Displaying 6 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- (Q5039647) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
- Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
