Pages that link to "Item:Q1705003"

The following pages link to A high-order finite difference method for option valuation (Q1705003):

Displaying 7 items.

• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
• High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)
• A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing (Q6133000) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)