has been cited by the following article(s):
[1]
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Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility
Applied Mathematics and Computation,
2022
DOI:10.1016/j.amc.2021.126669
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[2]
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Hedging and pricing early-exercise options with complex fourier series expansion
The North American Journal of Economics and Finance,
2019
DOI:10.1016/j.najef.2019.04.016
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[3]
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Hedging and Pricing Early-Exercise Options With Complex Fourier Series Expansion
SSRN Electronic Journal ,
2018
DOI:10.2139/ssrn.3108693
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[4]
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Option pricing with Legendre polynomials
Journal of Computational and Applied Mathematics,
2017
DOI:10.1016/j.cam.2017.03.027
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[5]
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Non-Orthogonal Option Pricing
SSRN Electronic Journal,
2014
DOI:10.2139/ssrn.2432870
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