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~isPartOf:"Computational economics"
~subject:"Option pricing"
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Option pricing
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About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
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2
A spectral approach to pricing of arbitrage-free sabr discrete barrier options
Thakoor, Nawdha
;
Tangman, Désiré Yannick
;
Bhuruth, Muddun
- In:
Computational economics
54
(
2019
)
3
,
pp. 1085-1111
Persistent link: https://www.econbiz.de/10012134509
Saved in:
3
Efficient semi-discretization techniques for pricing European and American basket options
Soleymani, Fazlollah
- In:
Computational economics
53
(
2019
)
4
,
pp. 1487-1508
Persistent link: https://www.econbiz.de/10012135573
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