Pages that link to "Item:Q5061497"
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The following pages link to SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497):
Displaying 3 items.
- SINH-ACCELERATION: EFFICIENT EVALUATION OF PROBABILITY DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS (Q5377002) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)