Pages that link to "Item:Q3553256"
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The following pages link to THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256):
Displayed 5 items.
- Spitzer identity, Wiener-Hopf factorization and pricing of discretely monitored exotic options (Q322636) (← links)
- Option pricing, maturity randomization and distributed computing (Q991134) (← links)
- A constructive method for an approximate solution to scalar Wiener–Hopf equations (Q2831289) (← links)
- An Iterative Wiener--Hopf Method for Triangular Matrix Functions with Exponential Factors (Q4602486) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)