Pages that link to "Item:Q5855718"
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The following pages link to Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718):
Displaying 5 items.
- Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
- On a high-order Gaussian radial basis function generated Hermite finite difference method and its application (Q2059722) (← links)
- An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (Q5057699) (← links)
- LOWER BOUND APPROXIMATION TO BASKET OPTION VALUES FOR LOCAL VOLATILITY JUMP-DIFFUSION MODELS (Q5411991) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)