Pages that link to "Item:Q3112474"
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The following pages link to Efficient Options Pricing Using the Fast Fourier Transform (Q3112474):
Displaying 19 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Error control of a numerical formula for the Fourier transform by Ooura's continuous Euler transform and fractional FFT (Q2511304) (← links)
- Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (Q2814674) (← links)
- Simplified hedge for path-dependent derivatives (Q2836214) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478) (← links)
- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms (Q2957032) (← links)
- A new method for fast computation of cumulative distribution functions by fractional FFT (Q3121203) (← links)
- Option valuation, time-changed processes and the fast Fourier transform (Q3498557) (← links)
- Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals (Q4607051) (← links)
- Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
- (Q4995948) (← links)
- Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514) (← links)
- ON SPREAD OPTION PRICING USING TWO-DIMENSIONAL FOURIER TRANSFORM (Q5234011) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
- Fast Multidimensional Convolution in Low-Rank Tensor Formats via Cross Approximation (Q5254416) (← links)
- Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models (Q6541088) (← links)
