Pages that link to "Item:Q893128"
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The following pages link to An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128):
Displaying 9 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
- The valuation of options on foreign exchange rate in a target zone (Q2806367) (← links)
- Optimal stopping and early exercise: an eigenfunction expansion approach (Q2846422) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
