Pages that link to "Item:Q2945122"
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The following pages link to High order combination technique for the efficient pricing of basket options (Q2945122):
Displaying 3 items.
- On coordinate transformation and grid stretching for sparse grid pricing of basket options (Q952093) (← links)
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- Error Splitting Preservation for High Order Finite Difference Schemes in the Combination Technique (Q3176041) (← links)