Pages that link to "Item:Q1719223"
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The following pages link to Pricing extendible options using the fast Fourier transform (Q1719223):
Displaying 16 items.
- Fourier transform of lookback option price (Q420203) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Performance evaluation of a multithreaded fast Fourier transform algorithm for derivative pricing (Q1425028) (← links)
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- A fast algorithm for computing integrals in function spaces: Financial applications (Q1890891) (← links)
- Spread option valuation and the fast Fourier transform (Q2782371) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478) (← links)
- Option valuation, time-changed processes and the fast Fourier transform (Q3498557) (← links)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
- (Q4995948) (← links)
- PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY (Q5112593) (← links)
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
- Computational Science and Its Applications – ICCSA 2004 (Q5901305) (← links)