Journal: Journal of Computational Finance
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Incisive Media
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Publications1 - 4 of 4
- Valuation of options on discretely sampled variance: A general analytic approximationItem type: Journal Article
- Sparse wavelet methods for option pricing under stochastic volatilityItem type: Journal Article
- Fast solutions of complementarity formulations in American put pricingItem type: Journal Article
- Finite element valuation of swing optionsItem type: Journal Article
Publications1 - 4 of 4