Pages that link to "Item:Q6161539"
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The following pages link to High-order methods for the option pricing under multivariate rough volatility models (Q6161539):
Displaying 3 items.
- A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
- High-order computational methods for option valuation under multifactor models (Q2253418) (← links)
- High-order ADI scheme for option pricing in stochastic volatility models (Q2406630) (← links)