Pages that link to "Item:Q5207491"
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The following pages link to NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491):
Displaying 3 items.
- Computing credit valuation adjustment solving coupled PIDEs in the Bates model (Q2221460) (← links)
- Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
- Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
