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Option pricing theory
Convolution
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convolution
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Decisions in economics and finance : a journal of applied mathematics
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Pricing basket default swaps using quasi-analytic techniques
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 241-267
Persistent link: https://www.econbiz.de/10012587841
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2
Pricing European-type, early-exercise and discrete barrier options using an algorithm for the
convolution
of Legendre series
Chan, Tat Lung
;
Hale, Nicholas
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1307-1324
Persistent link: https://www.econbiz.de/10012262664
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3
Multivariate option pricing models with Lévy and Sato VG marginal processes
Guillaume, Florence
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011854500
Saved in:
4
Option pricing with the control variate technique beyond Monte Carlo simulation
Chiu, Chun-Yuan
;
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
;
Liu, …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013539074
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