Pages that link to "Item:Q5388198"
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The following pages link to Pricing of barrier options by marginal functional quantization (Q5388198):
Displaying 4 items.
- Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
- Pricing via recursive quantization in stochastic volatility models (Q4555112) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
