Pages that link to "Item:Q1622737"
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The following pages link to A new kind of parallel finite difference method for the quanto option pricing model (Q1622737):
Displaying 5 items.
- Alternating segment explicit-implicit and implicit-explicit parallel difference method for the nonlinear Leland equation (Q307436) (← links)
- A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
- Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
- A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
