Pages that link to "Item:Q3498557"
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The following pages link to Option valuation, time-changed processes and the fast Fourier transform (Q3498557):
Displaying 7 items.
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Option valuation by using discrete singular convolution (Q2570721) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations (Q2909517) (← 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)
- Laplace transform approach to option pricing for time-changed Brownian models (Q5267902) (← links)