Pages that link to "Item:Q2931526"

The following pages link to On the Fourier cosine series expansion method for stochastic control problems (Q2931526):

Displaying 3 items.

• Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
• The use of power numeraires in option pricing (Q1728170) (← links)
• Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)