Pages that link to "Item:Q4572020"
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The following pages link to Analysis of Quantization Error in Financial Pricing via Finite Difference Methods (Q4572020):
Displaying 4 items.
- A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
- A priori error estimates for reduced order models in finance (Q2839160) (← links)
- An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
- (Q5486561) (← links)