Pages that link to "Item:Q5245351"
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The following pages link to Lookback option pricing using the Fourier transform B-spline method (Q5245351):
Displaying 7 items.
- Fourier transform of lookback option price (Q420203) (← links)
- Lookback options and diffusion hitting times: a spectral expansion approach (Q1776008) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- Double-exponential fast Gauss transform algorithms for pricing discrete lookback options (Q2503998) (← links)
- Lookback option prices under a spectrally negative tempered-stable model (Q2841328) (← links)
- Pricing methods for <i>α</i>-quantile and perpetual early exercise options based on Spitzer identities (Q5139204) (← links)
- Efficient evaluation of double-barrier options (Q6633865) (← links)