Pages that link to "Item:Q2401999"

The following pages link to Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999):

Displaying 6 items.

• Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
• A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388) (← links)
• A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate (Q2202993) (← links)
• Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
• A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)