Pages that link to "Item:Q1915790"
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The following pages link to A spectral algorithm for pricing interest rate options (Q1915790):
Displaying 7 items.
- Polynomial algorithms for pricing path-dependent interest rate instruments (Q862839) (← links)
- A fast algorithm for computing integrals in function spaces: Financial applications (Q1890891) (← links)
- Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) (← links)
- A spectral method for bonds (Q2384583) (← links)
- Valuing early-exercise interest-rate options with multi-factor affine models (Q2862511) (← links)
- (Q3515754) (← links)
- Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)