Pages that link to "Item:Q5398776"
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The following pages link to Projected triangular decomposition methods for pricing American options under stochastic volatility model (Q5398776):
Displaying 3 items.
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
