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Static replication of barrier options : some general results
Andersen, Leif B. G.; Andreasen, Jesper Fredborg; … - In: The journal of computational finance 5 (2002) 4, pp. 1-25
Persistent link: https://www.econbiz.de/10001695829
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Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.; Andreasen, Jesper Fredborg - In: Review of derivatives research 4 (2000) 3, pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
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High-performance American option pricing
Andersen, Leif B. G.; Lake, Mark; Offengenden, Dimitri - In: The journal of computational finance 20 (2016) 1, pp. 39-87
Persistent link: https://www.econbiz.de/10011639531