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Publications by Nicolas Lantos

A Reduced Basis for Option Pricing

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2011English

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Option Pricing

English

Renewal Equations for Option Pricing

European Physical Journal B
OpticalElectronicCondensed Matter PhysicsMagnetic Materials
2008English

Cache-Optimal Algorithms for Option Pricing

ACM Transactions on Mathematical Software
Applied MathematicsSoftware
2010English

Fourier Transform Methods for Option Pricing

2012English

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

Target Volatility Option Pricing

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2012English

Neural Networks for Stock Market Option Pricing

Mordovia University Bulletin
2017English

Simulation Based Option Pricing

2002English

Binomial Option Pricing Model

2007English

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