2

Option pricing with Legendre polynomials

Year:
2017
Language:
english
File:
PDF, 448 KB
english, 2017
3

Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models

Year:
2016
Language:
english
File:
PDF, 1010 KB
english, 2016
4

Singular Fourier–Padé series expansion of European option prices

Year:
2018
Language:
english
File:
PDF, 1.40 MB
english, 2018