Pages that link to "Item:Q1890891"
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The following pages link to A fast algorithm for computing integrals in function spaces: Financial applications (Q1890891):
Displaying 18 items.
- Dimension-wise integration of high-dimensional functions with applications to finance (Q708311) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- The numerical approximation of nonlinear functionals and functional differential equations (Q1708692) (← links)
- Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions (Q1944574) (← links)
- Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- Multiplicative noise, fast convolution and pricing (Q2879044) (← links)
- Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) (← links)
- A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (Q3022036) (← links)
- DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929) (← links)
- PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH (Q3521283) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL (Q4902546) (← links)
- VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES (Q4906521) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Pricing discrete barrier options and credit default swaps under Lévy processes (Q5245896) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- Incorporating Animal Movement Into Distance Sampling (Q5857132) (← links)
