Pages that link to "Item:Q5316392"
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The following pages link to Computational Methods for Option Pricing (Q5316392):
Displaying 50 items.
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Extensions of the deep Galerkin method (Q2148058) (← links)
- Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
- Spectrum preservers revisited (Q2188336) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- Wavelet-Galerkin method for second-order integro-differential equations on product domains (Q2232049) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Distribution functions of Poisson random integrals: analysis and computation (Q2276425) (← links)
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
- The primal-dual active set method for a class of nonlinear problems with \(T\)-monotone operators (Q2298255) (← links)
- Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
- Uncertainty quantification and Heston model (Q2311188) (← links)
- Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach (Q2323025) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- A discontinuous Galerkin scheme for front propagation with obstacles (Q2436533) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
- A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
- Option pricing under the jump diffusion and multifactor stochastic processes (Q2631912) (← links)
- Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN (Q2671351) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- Multilevel Preconditioning for Variational Problems (Q2790390) (← links)
- High-Order Compact Finite Difference Method for Black–Scholes PDE (Q2801927) (← links)
- Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Convergence of discontinuous Galerkin schemes for front propagation with obstacles (Q2814434) (← links)
- PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734) (← links)
- Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization (Q2879013) (← links)
- Option pricing under model involving slow growth volatility (Q2885509) (← links)
- An Introduction to Particle Methods with Financial Applications (Q2917424) (← links)
- REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY (Q2939925) (← links)
- Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← links)
- Semismooth Newton methods for variational problems with inequality constraints (Q3058166) (← links)
- Variationally consistent discretization schemes and numerical algorithms for contact problems (Q3100351) (← links)
- Proper generalized decomposition of multiscale models (Q3164532) (← links)
- A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation (Q3448354) (← links)
- The Parareal Algorithm for American Options (Q4553797) (← links)
- Calibration to American options: numerical investigation of the de-Americanization method (Q4554482) (← links)
- Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
- Analysis of VIX Markets with a Time-Spread Portfolio (Q4585683) (← links)
- Implied Filtering Densities on the Hidden State of Stochastic Volatility (Q4586317) (← links)
