Pages that link to "Item:Q5403254"
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The following pages link to A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS (Q5403254):
Displaying 7 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
- The adjoint method for the inverse problem of option pricing (Q1718099) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
