BENCHOP – The BENCHmarking project in option pricing-Reference-Cited by-同舟云学术

BENCHOP – The BENCHmarking project in option pricing

Published:2015-09-21 Issue:12 Volume:92 Page:2361-2379
ISSN:0020-7160
Container-title:International Journal of Computer Mathematics
language:en
Short-container-title:International Journal of Computer Mathematics

Author:

von Sydow Lina,Josef Höök Lars,Larsson Elisabeth,Lindström Erik,Milovanović Slobodan,Persson Jonas,Shcherbakov Victor,Shpolyanskiy Yuri,Sirén Samuel,Toivanen Jari,Waldén Johan,Wiktorsson Magnus,Levesley Jeremy,Li Juxi,Oosterlee Cornelis W.,Ruijter Maria J.,Toropov Alexander,Zhao Yangzhang

Publisher

Informa UK Limited

Subject

Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications

Link

http://www.tandfonline.com/doi/pdf/10.1080/00207160.2015.1072172

Reference51 articles.

1. The Pricing of Options and Corporate Liabilities

2. ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS

3. Option valuation using the fast Fourier transform

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