Pages that link to "Item:Q2909517"
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The following pages link to Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations (Q2909517):
Displaying 5 items.
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- Approximate inversion of the Black-Scholes formula using rational functions (Q2455635) (← links)
- Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
- Singular Fourier–Padé series expansion of European option prices (Q4554487) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)