Geraldine Tour
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Spectrally accurate option pricing under the time-fractional Black-Scholes model The ANZIAM Journal | 2021-10-26 | Paper |
| A spectral element method for option pricing under regime-switching with jumps Journal of Scientific Computing | 2020-06-16 | Paper |
| COS method for option pricing under a regime-switching model with time-changed Lévy processes Quantitative Finance | 2018-11-14 | Paper |
Research outcomes over time
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