Pages that link to "Item:Q5697325"

The following pages link to On accurate and provably efficient GARCH option pricing algorithms (Q5697325):

Displaying 10 items.

• A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
• On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
• Efficient pricing of discrete Asian options (Q555398) (← links)
• An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
• Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
• The waterline tree for separable local-volatility models (Q2013448) (← links)
• American option pricing under GARCH with non-normal innovations (Q2331384) (← links)
• CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE (Q3637886) (← links)
• Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
• A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)