Pages that link to "Item:Q1651338"

The following pages link to Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338):

Displayed 7 items.

• Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) ‎ (← links)
• Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) ‎ (← links)
• Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) ‎ (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) ‎ (← links)
• Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (Q5031165) ‎ (← links)
• VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948) ‎ (← links)
• Pricing European options under stochastic looping contagion risk model (Q6179935) ‎ (← links)