Pages that link to "Item:Q516683"

The following pages link to A fast numerical method to price American options under the Bates model (Q516683):

Displaying 17 items.

• RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• Fast and accurate calculation of American option prices (Q1715613) (← links)
• ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
• Efficient image denoising technique using the meshless method: investigation of operator splitting RBF collocation method for two anisotropic diffusion-based PDEs (Q2122659) (← links)
• European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
• Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
• A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
• High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
• VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
• An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (Q5057699) (← links)
• Computational scheme for solving nonlinear fractional stochastic differential equations with delay (Q5240640) (← links)
• A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)