Subject
Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation
Reference64 articles.
1. Repeated spatial extrapolation: An extraordinary efficient approach for option pricing;Ballestra;J. Comput. Appl. Math.,2014
2. Exponential time integration and Chebychev discretisation schemes for fast pricing of options;Tangman;Appl. Numer. Math.,2008
3. Fast simplified approaches to Asian option pricing;Tangman;J. Comput. Finance,2011
4. Implicit-explicit predictor–corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options;Pindza;Electron. Trans. Numer. Anal.,2013
5. A fast numerical method to price American options under the Bates model;Ballestra;Comput. Math. Appl.,2016
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献