Pages that link to "Item:Q1002209"

The following pages link to Exponential time integration for fast finite element solutions of some financial engineering problems (Q1002209):

Displaying 17 items.

• Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
• An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
• Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
• Equivalence between the DPG method and the exponential integrators for linear parabolic problems (Q2120039) (← links)
• European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
• Using vector divisions in solving the linear complementarity problem (Q2428109) (← links)
• An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
• Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
• A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542) (← links)
• Fast exponential time integration scheme for option pricing with jumps (Q4909730) (← links)
• A second-order efficient<i>L</i>-stable numerical method for space fractional reaction–diffusion equations (Q5026520) (← links)
• High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
• An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models (Q5417790) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)