Pages that link to "Item:Q2051161"

The following pages link to Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161):

Displaying 2 items.

• A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
• A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966) (← links)