Pages that link to "Item:Q3114865"
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The following pages link to Application of the Fast Gauss Transform to Option Pricing (Q3114865):
Displaying 27 items.
- On convergence of Laplace inversion for the American put option under the CEV model (Q277189) (← links)
- Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- The Chebyshev fast Gauss and nonuniform fast Fourier transforms and their application to the evaluation of distributed heat potentials (Q935314) (← links)
- Fast convolution with radial kernels at nonequispaced knots (Q1882396) (← links)
- Fast approximation of the discrete Gauss transform in higher dimensions (Q2392140) (← links)
- Pricing early-exercise and discrete barrier options by Shannon wavelet expansions (Q2407470) (← links)
- Double-exponential fast Gauss transform algorithms for pricing discrete lookback options (Q2503998) (← links)
- An efficient pricing method for rainbow options based on two-dimensional modified sine–sine series expansions (Q2855742) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- Multiplicative noise, fast convolution and pricing (Q2879044) (← links)
- Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437) (← links)
- A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes (Q2931955) (← links)
- Efficient Option Pricing by Frame Duality with the Fast Fourier Transform (Q2941478) (← links)
- A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- Option valuation, time-changed processes and the fast Fourier transform (Q3498557) (← links)
- Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785) (← links)
- PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH (Q3521283) (← links)
- Pricing high-dimensional American options by kernel ridge regression (Q4991062) (← links)
- Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
- Pricing discrete barrier options and credit default swaps under Lévy processes (Q5245896) (← links)
- A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
