Pages that link to "Item:Q925084"
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The following pages link to Mathematical models of financial derivatives (Q925084):
Displayed 4 items.
- A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- On the singular limit of solutions to the CIR interest rate model with stochastic volatility (Q3552444) (← links)
- (Q5454998) (← links)