✦ LIBER ✦

A Reduced Basis for Option Pricing

✍ Scribed by Cont, Rama; Lantos, Nicolas; Pironneau, Olivier

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Reduced Form Mortgage Pricing as an Alte

✍ James B. Kau; Donald C. Keenan; Alexey A. Smurov 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 255 KB

A quasi-radial basis functions method fo

✍ Y.C. Hon 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 907 KB

Renewal equations for option pricing

✍ M. Montero 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 343 KB

A Robust Control Framework for Option Pr

✍ McEneaney, William M. 📂 Article 📅 1997 🏛 INFORMS 🌐 English ⚖ 963 KB

A jump telegraph model for option pricin

✍ Ratanov, Nikita 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 194 KB

Empirical option pricing: a retrospectio

✍ David S. Bates 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 177 KB