Pages that link to "Item:Q2931526"
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The following pages link to On the Fourier cosine series expansion method for stochastic control problems (Q2931526):
Displaying 7 items.
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- The use of power numeraires in option pricing (Q1728170) (← links)
- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
- Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method (Q4554481) (← links)
- Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices (Q5964235) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
