Pages that link to "Item:Q1298615"
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The following pages link to Penalty methods for American options with stochastic volatility (Q1298615):
Displaying 36 items.
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- On the Stability of a Compact Finite Difference Scheme for Option Pricing (Q2905430) (← 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)
- Lapse rate modeling: a rational expectation approach (Q3077750) (← links)
- ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710) (← links)
- Pseudospectral methods for pricing options (Q3182746) (← links)
- NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING (Q3637884) (← links)
- A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570) (← links)
- Unstructured meshing for two asset barrier options (Q4541586) (← links)
- (Q4564888) (← links)
- Pricing American call options under a hard-to-borrow stock model (Q4575290) (← links)
- Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- Evaluation of double average asian options by the legendre spectral method (Q4656198) (← links)
- AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)
- A finite volume–alternating direction implicit method for the valuation of American options under the Heston model (Q5030557) (← links)
- High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
- A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
- American option pricing problem transformed on finite interval (Q5739583) (← links)
- Maximum Principles for Boundary-Degenerate Second Order Linear Elliptic Differential Operators (Q5746975) (← links)
- Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358) (← links)
- Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564) (← links)
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- Bilateral XVA pricing under stochastic default intensity: PDE modelling and computation (Q6101754) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)