Pages that link to "Item:Q2304872"
From MaRDI portal
The following pages link to Efficient pricing of European options on two underlying assets by frame duality (Q2304872):
Displaying 8 items.
- Explicit pricing formulas for European option with asset exposed to double defaults risk (Q1727278) (← links)
- A highly accurate algorithm for retrieving the predicted behavior of problems with piecewise-smooth initial data (Q2073958) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- The pricing of European options on two underlying assets with delays (Q2150159) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
