The following pages link to (Q4218393):
Displayed 5 items.
- A PDE based implementation of the Hull\,\&\,White model for cash flow derivatives (Q1424651) (← links)
- Solving finite difference schemes arising in trivariate option pricing. (Q1605207) (← links)
- A quasi-radial basis functions method for American options pricing. (Q1609116) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933) (← links)