Pages that link to "Item:Q2804924"
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The following pages link to A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924):
Displaying 11 items.
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
- Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
- A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388) (← links)
- Special issue on computational statistics (Q2804918) (← links)
- Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257) (← links)
- Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk (Q4526198) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)
- Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
