Pages that link to "Item:Q2180342"
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The following pages link to European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342):
Displaying 3 items.
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
- Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations (Q6579516) (← links)