Pages that link to "Item:Q2051161"
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The following pages link to Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161):
Displaying 3 items.
- Unstructured meshing for two asset barrier options (Q4541586) (← links)
- A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
- A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966) (← links)