Pages that link to "Item:Q2397063"
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The following pages link to Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options (Q2397063):
Displaying 10 items.
- Combined Fourier-wavelet transforms for studying dynamic response of anisotropic multi-layered flexible pavement with linear-gradual interlayers (Q821704) (← links)
- 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)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
- Efficient pricing of European options on two underlying assets by frame duality (Q2304872) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
