Pages that link to "Item:Q3107933"
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The following pages link to WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933):
Displaying 7 items.
- Efficient wavelets-based valuation of synthetic CDO tranches (Q495089) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- An application of wavelet analysis to pricing and hedging derivative securities (Q2772007) (← links)
- A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
- A functional analysis approach to the static replication of European options (Q5014195) (← links)
- Lévy modeled GMWB: Pricing with wavelets (Q5083992) (← links)
- Structural asset pricing theory with wavelets (Q5235456) (← links)