Pages that link to "Item:Q5357515"
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The following pages link to ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs (Q5357515):
Displaying 3 items.
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
- Monte Carlo method for pricing lookback type options in Lévy models (Q6589448) (← links)