Pages that link to "Item:Q1671736"
From MaRDI portal
The following pages link to Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736):
Displayed 3 items.
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- A radial basis function-Hermite finite difference (RBF-HFD) method for the cubic-quintic complex Ginzburg-Landau equation (Q2695676) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)