E. Ngounda

Available identifiers

zbMath Open ngounda.edgardMaRDI QIDQ391439

List of research outcomes

Publication	Date of Publication	Type
Limitations and improvements of standard spectral methods for pricing standard options	2016-08-03	Paper
A Laplace Transform Approach for Pricing European Options	2016-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q2951027	2015-10-09	Paper
Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options	2015-08-20	Paper
Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model	2014-08-11	Paper
A robust spectral method for solving Heston's model	2014-06-30	Paper
Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options	2014-05-14	Paper
Contour integral method for European options with jumps	2014-01-10	Paper

Research outcomes over time

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