Pages that link to "Item:Q2127812"
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The following pages link to Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations (Q2127812):
Displaying 3 items.
- Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing (Q901881) (← links)
- Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
- An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model (Q6660858) (← links)