Pages that link to "Item:Q1826691"
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The following pages link to Extrapolation of difference methods in option valuation (Q1826691):
Displayed 14 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Pricing real estate index options by compactly supported radial-polynomial basis point interpolation (Q679600) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique (Q1732425) (← links)
- Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
- Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data (Q4680486) (← links)
- Spline approximation method to solve an option pricing problem (Q4899077) (← links)
- AMFR-W Numerical Methods for Solving High-Dimensional SABR/LIBOR PDE Models (Q5147983) (← links)
- On the analytical–numerical valuation of the Bermudan and American options (Q5189715) (← links)
- Richardson extrapolation technique for generalized Black-Scholes PDEs for European options (Q6172880) (← links)