Pages that link to "Item:Q975929"
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The following pages link to A lattice algorithm for pricing moving average barrier options (Q975929):
Displaying 8 items.
- Analytical pricing of American options (Q1937837) (← links)
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
- Valuation of stock loans with jump risk (Q1994400) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- Evaluation of gas sales agreements with indexation using tree and least-squares Monte Carlo methods on graphics processing units (Q4991090) (← links)
- Optimal Dynamic Momentum Strategies (Q5106353) (← links)
- BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601) (← links)
