has been cited by the following article(s):
[1]
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Computing Black Scholes with Uncertain Volatility—A Machine Learning Approach
Mathematics,
2022
DOI:10.3390/math10030489
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[2]
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Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence
Applied Mathematics and Computation,
2021
DOI:10.1016/j.amc.2021.126484
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[3]
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Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence
Applied Mathematics and Computation,
2021
DOI:10.1016/j.amc.2021.126484
|
|
|