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Quantitative Finance Volume 20, 2020 - Issue 8
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Research Papers

Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series

Tat Lung (Ron) Chan† School of Business and Law, University of East London, Water Lane, Stratford, LondonE15 4LZ, UKCorrespondence[email protected] [email protected]
ORCID Iconhttps://orcid.org/0000-0002-4048-6370
ORCID Icon &
Nicholas Hale‡ Department of Mathematical Sciences, Stellenbosch University, Stellenbosch, South AfricaCorrespondence[email protected] [email protected]
Pages 1307-1324 | Received 22 May 2019, Accepted 17 Feb 2020, Published online: 07 Apr 2020

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Monika Dhochak, Sudesh Pahal & Prince Doliya. (2022) Predicting the Startup Valuation: A deep learning approach. Venture Capital 0:0, pages 1-25.
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Justin Lars Kirkby & Jean-Philippe Aguilar. (2023) The return barrier and return timer option with pricing under Lévy processes. Expert Systems with Applications 233, pages 120920.
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John W. Goodell, Satish Kumar, Weng Marc Lim & Debidutta Pattnaik. (2021) Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. Journal of Behavioral and Experimental Finance 32, pages 100577.
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