Pages that link to "Item:Q5292280"
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The following pages link to ON ERRORS AND BIAS OF FOURIER TRANSFORM METHODS IN QUADRATIC TERM STRUCTURE MODELS (Q5292280):
Displaying 5 items.
- Optimal stopping made easy (Q878006) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL (Q4902546) (← links)
