Pages that link to "Item:Q893128"
From MaRDI portal
The following pages link to An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128):
Displayed 6 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE (Q2806367) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)