Pages that link to "Item:Q1635866"
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The following pages link to A dimension reduction Shannon-wavelet based method for option pricing (Q1635866):
Displaying 5 items.
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- Computation of market risk measures with stochastic liquidity horizon (Q1639562) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
