Pages that link to "Item:Q6164526"
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The following pages link to Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526):
Displaying 6 items.
- Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428) (← links)
- An efficient algorithm for Bermudan barrier option pricing (Q1931135) (← links)
- Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
- A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924) (← links)
- Recent advances in boundary element methods (Q6164525) (← links)
- BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601) (← links)