Pages that link to "Item:Q3182746"
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The following pages link to Pseudospectral methods for pricing options (Q3182746):
Displaying 4 items.
- High-order shifted Gegenbauer integral pseudo-spectral method for solving differential equations of Lane-Emden type (Q1743405) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- Proper Orthogonal Decomposition in Option Pricing (Q4626517) (← links)
- On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794) (← links)