Pages that link to "Item:Q2804029"
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The following pages link to A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029):
Displaying 4 items.
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)
