Finite element modeling of exotic options.
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(7)- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting
- Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility
- Sharp error estimate for implicit finite element scheme for American put option
- Valuation of power options under Heston's stochastic volatility model
- An efficient method for option pricing with finite elements: an endogenous element length approach
- scientific article; zbMATH DE number 7158115 (Why is no real title available?)
- Pricing power option under NIG model using fast Fourier transform
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