Pages that link to "Item:Q5411505"
From MaRDI portal
The following pages link to Numerical techniques for the valuation of basket options and their Greeks (Q5411505):
Displayed 8 items.
- A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
- An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options (Q4585895) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)