The following pages link to PROJ_Option_Pricing_Matlab (Q1349702):
Displaying 7 items.
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- Static hedging and pricing of exotic options with payoff frames (Q5377186) (← links)
