Pages that link to "Item:Q1984560"
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The following pages link to Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560):
Displaying 8 items.
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218) (← links)
- Proper Orthogonal Decomposition in Option Pricing (Q4626517) (← links)
- Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
- (Q6119093) (← links)
- Solution of option pricing equations using orthogonal polynomial expansion (Q6331061) (← links)