Pages that link to "Item:Q3464429"

The following pages link to A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options (Q3464429):

Displaying 27 items.

• Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
• A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
• A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
• Computation of market risk measures with stochastic liquidity horizon (Q1639562) (← links)
• The use of power numeraires in option pricing (Q1728170) (← links)
• On a one time-step Monte Carlo simulation approach of the SABR model: application to European options (Q1737183) (← links)
• Wavelet-based option pricing: an empirical study (Q1991243) (← links)
• Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
• A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)
• Precise option pricing by the COS method -- how to choose the truncation range (Q2079122) (← links)
• Topology-preserving scan-based immersed isogeometric analysis (Q2138685) (← links)
• A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
• A Shannon wavelet method for pricing American options under two-factor stochastic volatilities and stochastic interest rate (Q2183282) (← links)
• Model-free computation of risk contributions in credit portfolios (Q2185453) (← links)
• Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
• Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
• A rational approximation of the sinc function based on sampling and the Fourier transforms (Q2301278) (← links)
• Efficient pricing of European options on two underlying assets by frame duality (Q2304872) (← links)
• Calibration and simulation of Heston model (Q2364763) (← links)
• Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options (Q2397063) (← links)
• Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
• Singular Fourier–Padé series expansion of European option prices (Q4554487) (← links)
• Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models (Q5030643) (← links)
• Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
• An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
• Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) (← links)
• Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)