Pages that link to "Item:Q1931135"
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The following pages link to An efficient algorithm for Bermudan barrier option pricing (Q1931135):
Displaying 7 items.
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
- Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507) (← links)
- Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm (Q3114680) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- An Efficient, and Fast Convergent Algorithm for Barrier Options (Q5434444) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)