Pages that link to "Item:Q534248"
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The following pages link to An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248):
Displaying 4 items.
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
- A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
- Existence and uniqueness of solutions to the ultraparabolic Hamilton-Jacobi equation (Q6611905) (← links)