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Binkowski K., He P., Kordzakhia N., Shevchenko P. (2019) On the Parameter Estimation in the Schwartz-Smith’s Two-Factor Model. In: Nguyen H. (eds) Statistics and Data Science. RSSDS 2019. Communications in Computer and Information Science
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Fast and simple method for pricing exotic options using Gauss-Hermite quadrature on a cubic spline interpolation
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-31
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