Pages that link to "Item:Q2043182"
From MaRDI portal
The following pages link to High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182):
Displaying 8 items.
- Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
- Forecasting financial derivative prices (Q997463) (← links)
- High order method for Black-Scholes PDE (Q1732487) (← links)
- A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- Asymptotic high-order schemes for integro-differential problems arising in markets with jumps (Q2496604) (← links)
- Accurate derivatives approximations and applications to some elliptic PDEs using HOC methods (Q6048645) (← links)
- Approximation of the derivatives beyond Taylor expansion (Q6150030) (← links)
