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The journal of computational finance
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An adaptive Filon quadrature for stochastic volatility models
Le Floc'h, Fabien
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 65-88
Persistent link: https://www.econbiz.de/10011988193
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American and exotic option pricing with jump diffusions and other Lévy processes
Kirkby, J. Lars
- In:
The journal of computational finance
22
(
2018
)
3
,
pp. 89-148
Persistent link: https://www.econbiz.de/10011988194
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Rainbows and transforms : semi-analytic formulas
Laghi, Norberto
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 87-123
Persistent link: https://www.econbiz.de/10012873084
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