Pages that link to "Item:Q3098308"
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The following pages link to Option Pricing Under GARCH Processes Using PDE Methods (Q3098308):
Displaying 12 items.
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- PDE and martingale methods in option pricing. (Q986029) (← links)
- Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- Approximation of Dynamic Programs (Q3112476) (← links)
- (Q3641966) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)