Pages that link to "Item:Q2448388"
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The following pages link to A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388):
Displaying 4 items.
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
