Pages that link to "Item:Q3109238"
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The following pages link to Efficient option pricing methods based on Fourier series expansions (Q3109238):
Displaying 9 items.
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- An efficient algorithm for Bermudan barrier option pricing (Q1931135) (← links)
- A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- An efficient pricing method for rainbow options based on two-dimensional modified sine–sine series expansions (Q2855742) (← links)
- Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) (← links)
- On the Fourier cosine series expansion method for stochastic control problems (Q2931526) (← links)
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478) (← links)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)