Multigrid for American option pricing with stochastic volatility (Q4541576): Difference between revisions

@@ Property / cites work @@
+Multigrid Algorithms for the Solution of Linear Complementarity Problems Arising from Free Boundary Problems
+Normal rank
@@ Property / cites work @@
+Q3902416
@@ Property / cites work: Q3902416 / rank @@
+Normal rank
@@ Property / cites work @@
+Fast numerical valuation of American, exotic and complex options
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Variational inequalities and the pricing of American options
+Normal rank
@@ Property / cites work @@
+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
+Normal rank
@@ Property / cites work @@
+Option Pricing Under Incompleteness and Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+Q4004051
@@ Property / cites work: Q4004051 / rank @@
+Normal rank