A spectral element method to price European options. I. Single asset with and without jump diffusion (Q618463): Difference between revisions

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+Computational Methods for Option Pricing
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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+Implicit-explicit numerical schemes for jump-diffusion processes
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+Design of high performance financial modelling environment
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+Spectral Methods
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+A spectral method for bonds
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+High-Order Methods for Incompressible Fluid Flow
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+Robust numerical methods for contingent claims under jump diffusion processes
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+Option pricing when underlying stock returns are discontinuous
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