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Search: subject:"Sinh-acceleration"
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Option pricing theory
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Bojarčenko, Svetlana I.
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Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Efficient evaluation of expectations of functions of a Lévy process and its extremum
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 443-468
Persistent link: https://www.econbiz.de/10015394806
Saved in:
2
Sinh-acceleration
for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
3
Sinh-acceleration
: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
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