Pages that link to "Item:Q5258043"
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The following pages link to ACCURATE AND EFFICIENT COMPUTATIONS FOR THE GREEKS OF EUROPEAN MULTI-ASSET OPTIONS (Q5258043):
Displaying 6 items.
- Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- Multigrid method for pricing European options under the CGMY process (Q2126958) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- Fast and realistic European ARCH option pricing and hedging (Q5397413) (← links)