Pages that link to "Item:Q1040026"
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The following pages link to Valuing time-dependent CEV barrier options (Q1040026):
Displaying 4 items.
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
