Pages that link to "Item:Q2360417"
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The following pages link to DG method for numerical pricing of multi-asset Asian options -- the case of options with floating strike. (Q2360417):
Displaying 3 items.
- DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
- Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
