Option valuation by using discrete singular convolution (Q2570721): Difference between revisions

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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+Numerical solution of the Helmholtz equation with high wavenumbers
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+The Pricing of Options and Corporate Liabilities
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+The trade-offs between alternative finite difference techniques used to price derivative securities.
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+Multigrid for American option pricing with stochastic volatility
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+Option pricing: A simplified approach
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+Variational inequalities and the pricing of American options
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+Q4349551
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+Pricing the American put option: A detailed convergence analysis for binomial models
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+The random-time binomial model
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+Binomial models for option valuation - examining and improving convergence
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+Q4003877
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+Q4905685
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+On the regularized Whittaker-Kotel’nikov-Shannon sampling formula
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+A Mathematical Theory of Communication
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+DSC time-domain solution of Maxwell's equations
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+Discrete singular convolution-finite subdomain method for the solution of incompressible viscous flows
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+A unified approach for the solution of the Fokker-Planck equation
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+Wavelets generated by using discrete singular convolution kernels
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+Conjugate filter approach for solving Burgers' equation
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+Discrete singular convolution and its application to the analysis of plates with internal supports. Part 1: Theory and algorithm
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+Discrete singular convolution and its application to the analysis of plates with internal supports. Part 2: Applications
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+Comparison of the Discrete Singular Convolution and Three Other Numerical Schemes for Solving Fisher's Equation
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