Pages that link to "Item:Q3191822"
From MaRDI portal
The following pages link to A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822):
Displaying 15 items.
- An extension of the Euler Laplace transform inversion algorithm with applications in option pricing. (Q703247) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012) (← links)
- Computable error bounds of multidimensional Euler inversion and their financial applications (Q2102846) (← links)
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform (Q2218825) (← links)
- Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps (Q2671877) (← links)
- Inverting analytic characteristic functions and financial applications (Q2873134) (← links)
- A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822) (← links)
- Collateralized Borrowing and Default Risk (Q4976498) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114) (← links)
- Asymptotic analysis of the Heston model and its statistical and financial applications (Q6580763) (← links)
- Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
- Numerical inverse transformation of double sided Laplace transform with parameter optimization (Q6585555) (← links)
