The following pages link to (Q4218393):
Displaying 9 items.
- A PDE based implementation of the Hull\,\&\,White model for cash flow derivatives (Q1424651) (← links)
- Solving finite difference schemes arising in trivariate option pricing. (Q1605207) (← links)
- A quasi-radial basis functions method for American options pricing. (Q1609116) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
- Valuation of cross-currency Bermudan swaptions (Q2886012) (← links)
- WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933) (← links)
- (Q3515754) (← links)
- Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
