Pages that link to "Item:Q2768497"
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The following pages link to Financial engineering and computation. Principles, mathematics, algorithms (Q2768497):
Displaying 30 items.
- The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
- On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Analyses of mortgage-backed securities based on unobservable prepayment cost processes (Q853854) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Handbook of financial engineering (Q935703) (← links)
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Financial modeling. A backward stochastic differential equations perspective (Q1945553) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Optimal control of inequality under uncertainty (Q2452814) (← links)
- Linear-time option pricing algorithms by combinatorics (Q2483085) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Comparison of banking and peer-to-peer lending risks (Q2668455) (← links)
- New trends in financial engineering. Works under the auspices of the World Class University Program of Ajou University (Q2849819) (← links)
- Convergence of European lookback options with floating strike in the binomial model (Q2874731) (← links)
- Redesign of production flow lines to postpone product differentiation (Q3055277) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
- An Introduction to Computational Finance (Q3518680) (← links)
- Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree (Q3650964) (← links)
- (Q5504524) (← links)
- On accurate and provably efficient GARCH option pricing algorithms (Q5697325) (← links)
- Soft computing in financial engineering (Q5896743) (← links)
- THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480) (← links)
- On the convergence scheme in the CRR model (Q6169081) (← links)
