The following pages link to (Q3102303):
Displaying 5 items.
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Local time and the pricing of path-dependent options (Q2430252) (← links)
- Approximation of functions of Lipschitz class by (N,p_n)(E,1) summability means of conjugate series of Fourier series (Q4627775) (← links)
- Pricing double-barrier option with processes depending on various states of the economy (Q5046814) (← links)
- Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
