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1 paper

q-fin.CP2024

Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options

Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek +1

Computational efficiency is essential for enhancing the accuracy and practicality of pricing complex financial derivatives. In this paper, we discuss Isogeometric Analysis (IGA) fo…