Pages that link to "Item:Q3384784"
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The following pages link to Wavelet method for option pricing under the two-asset Merton jump-diffusion model (Q3384784):
Displaying 4 items.
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
- European rainbow option values under the two-asset Merton jump-diffusion model (Q2279888) (← links)
- Robust pricing of European options with wavelets and the characteristic function (Q2870656) (← links)