Pages that link to "Item:Q1780893"
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The following pages link to On multigrid for anisotropic equations and variational inequalities ``pricing multi-dimensional European and American options'' (Q1780893):
Displayed 5 items.
- On coordinate transformation and grid stretching for sparse grid pricing of basket options (Q952093) (← links)
- A cascadic multigrid algorithm for variational inequalities (Q1780881) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
- Efficient numerical methods for pricing American options under stochastic volatility (Q5438239) (← links)
