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Levy processes and option pricing by recursive quadrature
Fusai, Gianluca; Longo, Giovanni; Marena, Marina; … - In: Economic dynamics : theory, games and empirical studies, (pp. 31-57). 2009
Persistent link: https://www.econbiz.de/10003867857
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Levy processes and option pricing by recursive quadrature
Fusai, Gianluca; Longo, Giovanni; Marena, Marina; … - 2012
Persistent link: https://www.econbiz.de/10009579937
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Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca; Recchioni, Maria Cristina - In: Journal of economic dynamics & control 31 (2007) 3, pp. 826-860
Persistent link: https://www.econbiz.de/10003421624
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Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca; Recchioni, Maria Cristina - In: Journal of economic dynamics & control 31 (2007) 3, pp. 826-860
Persistent link: https://www.econbiz.de/10007598949
Cover Image
Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca; Recchioni, Maria Cristina - In: Journal of Economic Dynamics and Control 31 (2007) 3, pp. 826-860
Persistent link: https://www.econbiz.de/10005160962