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  • Search: subject:"Two-dimensional models"
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Year of publication
Subject
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Two-dimensional models 2 Arithmetic Asian options 1 Coarsening 1 Extended double spiral method 1 Fast Fourier transform 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Out of equilibrium dynamics 1
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Cugliandolo, Leticia F. 1 Zeng, Pingping 1 Zhang, Weinan 1
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Physica A: Statistical Mechanics and its Applications 1 Quantitative finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A transform-based method for pricing Asian options under general two-dimensional models
Zhang, Weinan; Zeng, Pingping - In: Quantitative finance 23 (2023) 11, pp. 1677-1697
Persistent link: https://www.econbiz.de/10014419186
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Topics in coarsening phenomena
Cugliandolo, Leticia F. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 20, pp. 4360-4373
These lecture notes give a very short introduction to coarsening phenomena and summarize some recent results in the field. They focus on three aspects: the super-universality hypothesis, the geometry of growing structures, and coarsening in the spiral kinetically constrained model.
Persistent link: https://www.econbiz.de/10010589380
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