Pages that link to "Item:Q5072903"
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The following pages link to The SINC way: a fast and accurate approach to Fourier pricing (Q5072903):
Displaying 5 items.
- A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)
- A generalization of the rational rough Heston approximation (Q6546320) (← links)
- Short time behavior of the ATM implied skew in the ADO-Heston model (Q6581627) (← links)
- An efficient and accurate adaptive time-stepping method for the Black-Scholes equations (Q6647983) (← links)
- Deep calibration with random grids (Q6657700) (← links)