✦ LIBER ✦

A Spectral Element Approximation to Price European Options. II.

✍ Scribed by Wuming Zhu; David A. Kopriva

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Spectral Element Method to Price Europ

✍ Wuming Zhu; David A. Kopriva 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 775 KB

A New Spectral Element Method for Pricin

✍ Feng Chen, Jie Shen, Haijun Yu 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 789 KB

A decomposition formula for option price

✍ Elisa Alòs 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 749 KB

Saddlepoint approximations to option pri

✍ Jian Xiong; Augustine Wong; Donna Salopek 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 215 KB

A boundary element method to price time-

✍ Luca Vincenzo Ballestra; Graziella Pacelli 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 335 KB

A generalization of the Hull and White f

✍ Elisa Alòs 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 176 KB