Pages that link to "Item:Q1666349"
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The following pages link to A hybrid finite difference method for pricing two-asset double barrier options (Q1666349):
Displaying 5 items.
- Efficient simulation for pricing barrier options with two-factor stochastic volatility and stochastic interest rate (Q1992683) (← links)
- (Q2934454) (← links)
- Unstructured meshing for two asset barrier options (Q4541586) (← links)
- (Q5128157) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)