Q5868467 (Q5868467): Difference between revisions

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+Primal-dual active set method for pricing American better-of option on two assets
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+A numerical analysis of American options with regime switching
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+NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS
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+An adaptive algorithm for solving stochastic multi-point boundary value problems
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+Financial options pricing with regime-switching jump-diffusions
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+A high order finite element scheme for pricing options under regime switching jump diffusion processes
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+A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models
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+Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model
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+An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models
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+Power penalty approach to American options pricing under regime switching
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+A novel fitted finite volume method for the Black-Scholes equation governing option pricing
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+Pricing options under jump diffusion processes with fitted finite volume method
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+A penalty-based method from reconstructing smooth local volatility surface from American options
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+Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing
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+Q4597508
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+Modeling and computation of water management by real options
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+An iterative method for pricing American options under jump-diffusion models
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+Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models
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