Pages that link to "Item:Q4628394"
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The following pages link to A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394):
Displaying 8 items.
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)
- Speed-up credit exposure calculations for pricing and risk management (Q4991089) (← links)
- Improved error bound for multivariate Chebyshev polynomial interpolation (Q5031713) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk (Q6549602) (← links)
- Fractional Chebyshev kernel functions: theory and application (Q6606425) (← links)
- Accelerated computations of sensitivities for xVA* (Q6625109) (← links)