Pages that link to "Item:Q2079122"
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The following pages link to Precise option pricing by the COS method -- how to choose the truncation range (Q2079122):
Displaying 6 items.
- On the data-driven COS method (Q2422825) (← links)
- Pricing ratchet equity index annuity with mortality risk by complex Fourier series method (Q6049332) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)
- Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)
- Exact simulation of the Hull and White stochastic volatility model (Q6572645) (← links)