Pages that link to "Item:Q2470180"
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The following pages link to Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180):
Displaying 4 items.
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Numerical treatment of stochastic models used in statistical systems and financial markets (Q2389518) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)