Pages that link to "Item:Q1993476"
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The following pages link to An efficient computational algorithm for pricing European, barrier and American options (Q1993476):
Displaying 9 items.
- Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
- A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
- Using computational methodology to price European options with actual payoff distributions (Q2466715) (← 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)
- On some generalized American style derivatives (Q6537148) (← links)
- Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)