An integration preconditioning method for solving option pricing problems (Q5031225): Difference between revisions

@@ Property / cites work @@
+Q4315528
@@ Property / cites work: Q4315528 / rank @@
+Normal rank
@@ Property / cites work @@
+Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Methods
@@ Property / cites work: Spectral Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Options valuation by using radial basis function approximation
+Normal rank
@@ Property / cites work @@
+A comparison study of ADI and operator splitting methods on option pricing models
+Normal rank
@@ Property / cites work @@
+Application of the local radial basis function-based finite difference method for pricing American options
+Normal rank
@@ Property / cites work @@
+High order smoothing schemes for inhomogeneous parabolic problems with applications in option pricing
+Normal rank
@@ Property / cites work @@
+Finite integration method with radial basis function for solving stiff problems
+Normal rank
@@ Property / cites work @@
+Finite integration method for nonlocal elastic bar under static and dynamic loads
+Normal rank
@@ Property / cites work @@
+Finite integration method for solving multi-dimensional partial differential equations
+Normal rank
@@ Property / cites work @@
+Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method
+Normal rank
@@ Property / cites work @@
+Monte Carlo valuation of American options
@@ Property / cites work: Monte Carlo valuation of American options / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Methods
@@ Property / cites work: Spectral Methods / rank @@
+Normal rank
@@ Property / cites work @@
+A comparative analysis of local meshless formulation for multi-asset option models
+Normal rank
@@ Property / cites work @@
+A Well-Conditioned Collocation Method Using a Pseudospectral Integration Matrix
+Normal rank
@@ Property / cites work @@
+Finite integration method for partial differential equations
+Normal rank
@@ Property / cites work @@
+Some mathematical results in the pricing of American options
+Normal rank
@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Reconstruction of inaccessible boundary value in a sideways parabolic problem with variable coefficients -- forward collocation with finite integration method
+Normal rank
@@ Property / cites work @@
+Adaptive least squares finite integration method for higher-dimensional singular perturbation problems with multiple boundary layers
+Normal rank
@@ Property / cites work @@
+An inverse finite element method for pricing American options
+Normal rank