Isogeometric analysis in option pricing (Q5031706): Difference between revisions

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+W2809865636
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+.00258
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+Q5173047
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+American option pricing under stochastic volatility: an efficient numerical approach
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+American option pricing under stochastic volatility: an empirical evaluation
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+Numerical valuation of options with jumps in the underlying
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+Unifying pricing formula for several stochastic volatility models with jumps
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+The Pricing of Options and Corporate Liabilities
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+Option pricing in jump diffusion models with quadratic spline collocation
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+Integro-differential equations for option prices in exponential Lévy models
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+Isogeometric Analysis
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+Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models
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+Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Isogeometric analysis: CAD, finite elements, NURBS, exact geometry and mesh refinement
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+Application of Operator Splitting Methods in Finance
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+HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs
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+The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models
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+Correlations and bounds for stochastic volatility models
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+Mixing Monte-Carlo and partial differential equations for pricing options
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+A mixed PDE/Monte-Carlo method for stochastic volatility models
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+A Fast and Accurate FFT-Based Method for Pricing Early-Exercise Options under Lévy Processes
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+Option pricing when underlying stock returns are discontinuous
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+Market calibration under a long memory stochastic volatility model
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+IMEX schemes for pricing options under jump-diffusion models
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+Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model
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+Numerical Solution of Elliptic and Parabolic Partial Differential Equations
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+BENCHOP – The BENCHmarking project in option pricing
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