TVD, WENO and blended BDF discretizations for Asian options (Q706545): Difference between revisions

@@ Property / author @@
-Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
-Normal rank
@@ Property / author @@
-Francisco José Gaspar
@@ Property / author: Francisco José Gaspar / rank @@
-Normal rank
@@ Property / author @@
+Cornelis W. Oosterlee
@@ Property / author: Cornelis W. Oosterlee / rank @@
+Normal rank
@@ Property / author @@
+Francisco José Gaspar
@@ Property / author: Francisco José Gaspar / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+RODAS
@@ Property / describes a project that uses: RODAS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00791-003-0117-9
+Normal rank
@@ Property / OpenAlex ID @@
+W1983042782
@@ Property / OpenAlex ID: W1983042782 / rank @@
+Normal rank
@@ Property / cites work @@
+PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS
+Normal rank
@@ Property / cites work @@
+Multigrid Algorithms for the Solution of Linear Complementarity Problems Arising from Free Boundary Problems
+Normal rank
@@ Property / cites work @@
+Multigrid for American option pricing with stochastic volatility
+Normal rank
@@ Property / cites work @@
+The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
+Normal rank
@@ Property / cites work @@
+Q3525855
@@ Property / cites work: Q3525855 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniformly high order accurate essentially non-oscillatory schemes. III
+Normal rank
@@ Property / cites work @@
+Partially Implicit BDF2 Blends for Convection Dominated Flows
+Normal rank
@@ Property / cites work @@
+Efficient implementation of weighted ENO schemes
@@ Property / cites work: Efficient implementation of weighted ENO schemes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3705131
@@ Property / cites work: Q3705131 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Valuation of Asian Options by Variational Methods
+Normal rank
@@ Property / cites work @@
+Q4518447
@@ Property / cites work: Q4518447 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4863379
@@ Property / cites work: Q4863379 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:706545