Pages that link to "Item:Q1761588"
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The following pages link to A new fourth-order numerical scheme for option pricing under the CEV model (Q1761588):
Displayed 9 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- A multiquadric quasi-interpolations method for CEV option pricing model (Q1631408) (← links)
- Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Optimal consumption and portfolios with the hyperbolic absolute risk aversion preference under the CEV model (Q5057355) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)