Login / Signup
Fast Barrier Option Pricing by the COS BEM Method in Heston Model (with Matlab Code).
Alessandra Aimi
Chiara Guardasoni
Luis Ortiz-Gracia
Simona Sanfelici
Published in:
Comput. Methods Appl. Math. (2023)
Keyphrases
</>
probabilistic model
prior knowledge
objective function
black scholes model
sensitivity analysis
autoregressive
statistical methods
option pricing
neural network
data mining
computational complexity
dynamic programming
information extraction
theoretical framework