Pages that link to "Item:Q1635866"
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The following pages link to A dimension reduction Shannon-wavelet based method for option pricing (Q1635866):
Displaying 9 items.
- A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model (Q1633313) (← links)
- Computation of market risk measures with stochastic liquidity horizon (Q1639562) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options (Q2397063) (← links)
- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Robust pricing of European options with wavelets and the characteristic function (Q2870656) (← links)
- (Q3071517) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)