Pages that link to "Item:Q4653112"
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The following pages link to A novel fitted finite volume method for the Black-Scholes equation governing option pricing (Q4653112):
Displaying 49 items.
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- Pricing options on investment project expansions under commodity price uncertainty (Q2423283) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- A fitted finite volume method for the valuation of options on assets with stochastic volatilities (Q2494013) (← links)
- Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
- Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
- A finite difference method for pricing European and American options under a geometric Lévy process (Q2514654) (← links)
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
- Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
- Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options (Q2668184) (← links)
- Positivity-preserving finite volume difference schemes for atmospheric dispersion models with degenerate vertical diffusion (Q2678829) (← links)
- Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
- Fitted finite volume method for pricing CO<sub>2</sub>futures option based on the underlying with non-log-normal distribution (Q2804500) (← links)
- Modelling and computation of optimal decision for farmers leasing lands (Q2804508) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290) (← links)
- Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation (Q3161137) (← links)
- Numerical performance of penalty method for American option pricing (Q3161139) (← links)
- Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745) (← links)
- A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
- A Splitting Numerical Method for Primary and Secondary Pollutant Models (Q3304788) (← links)
- On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation (Q3423712) (← 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)
- A power penalty method for a bounded nonlinear complementarity problem (Q3453408) (← links)
- (Q4564888) (← links)
- (Q4627085) (← links)
- Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
- Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
- Fitted Finite Volume Method of Three Transboundary Pollution in Three Gorges Reservoir Area of Chongqing City with Emission Permits Trading by Cooperative Stochastic Differential Game (Q5156584) (← links)
- Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games (Q5156688) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- Numerical solution for a parabolic obstacle problem with nonsmooth initial data (Q5175807) (← links)
- Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (Q5252274) (← links)
- A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation (Q5274927) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
- American option pricing problem transformed on finite interval (Q5739583) (← links)
- (Q5868467) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949) (← links)
- (Q6119093) (← links)
- A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- Solving American option optimal control problems in financial markets using a novel neural network (Q6593226) (← links)
- Convergence of the two point flux approximation method and the fitted two point flux approximation method for options pricing with local volatility function (Q6604201) (← links)
