Pages that link to "Item:Q1642274"
From MaRDI portal
The following pages link to Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274):
Displayed 4 items.
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
- Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
- Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)