Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951): Difference between revisions

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+Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation
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+Option pricing: A simplified approach
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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+A Fast Numerical Method for the Black--Scholes Equation of American Options
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+Variational inequalities and the pricing of American options
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+Monte Carlo methods for security pricing
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Monte Carlo valuation of American options
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+A Front-Fixing Finite Element Method for the Valuation of American Options
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+Far Field Boundary Conditions for Black--Scholes Equations
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+An Artificial Boundary Method for American Option Pricing under the CEV Model
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+A perfectly matched layer for the absorption of electromagnetic waves
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+Convergence Analysis of the Perfectly Matched Layer Problems for Time-Harmonic Maxwell's Equations
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+Analysis of a finite PML approximation to the three dimensional elastic wave scattering problem
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+An Adaptive Finite Element Method with Perfectly Matched Absorbing Layers for the Wave Scattering by Periodic Structures
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+Studies on some perfectly matched layers for one-dimensional time-dependent systems
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+Perfectly matched layers for the heat and advection-diffusion equations
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+Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations
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+Estimates of initial conditions of parabolic equations and inequalities in infinite domains via lateral Cauchy data
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