Results 271 to 280 of about 4,327,344 (283)

A computationally efficient numerical approach for multi-asset option pricing

International Journal of Computer Mathematics, 2019
exaly  

Improved numerical solution of multi-asset option pricing problem: A localized RBF-FD approach

Chaos, Solitons and Fractals, 2019
Ali Akgül, Fazlollah Soleymani
exaly  

The decoupling approach to binomial pricing of multi-asset options

The Journal of Computational Finance, 2009
Ralf Korn, Stefanie Müller
openaire   +1 more source

A comparative analysis of local meshless formulation for multi-asset option models

Engineering Analysis With Boundary Elements, 2016
Imtiaz Ahmad
exaly  

Multi-Asset European Option and Flat Geometry

2008
openaire   +1 more source

Deep Learning Approach for Multi-Asset Option Pricing

SSRN Electronic Journal
Miquel Noguer i Alonso, Ayoub HAIDA
openaire   +1 more source

Application of quasi-Monte Carlo methods in multi-asset option pricing

Journal of the Korean Data and Information Science Society, 2013
exaly  

Multi-asset option pricing based on stochastic optimal control assuming correlations lie in given intervals

2017
exaly  

Monte Carlo simulation for multi-asset option pricing

Proceedings of the 2024 Guangdong-Hong Kong-Macao Greater Bay Area International Conference on Digital Economy and Artificial Intelligence
Hongying Wu, Zhiqiang Zhou, You Wu, Caijuan Kang   +3 more
openaire   +1 more source

Explicit approximations of multi-asset option prices including Greeks

International Journal of Portfolio Analysis and Management, 2014
exaly