Pages that link to "Item:Q4554487"
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The following pages link to Singular Fourier–Padé series expansion of European option prices (Q4554487):
Displaying 5 items.
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Uniform asymptotic expansions for pricing European options (Q816972) (← links)
- Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) (← links)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)