The following pages link to (Q2712357):
Displaying 6 items.
- Valuation of power options under Heston's stochastic volatility model (Q311037) (← links)
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
- Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
- An Efficient Method for Option Pricing with Finite Elements: An Endogenous Element Length Approach (Q5171802) (← links)
- (Q5212203) (← links)
