Pages that link to "Item:Q1930397"

The following pages link to Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397):

Displaying 14 items.

• A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
• A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
• An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
• RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775) (← links)
• A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
• Global and blow-up solutions of superlinear pseudoparabolic equations with unbounded coefficient (Q2349036) (← links)
• Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
• Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507) (← links)
• HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs (Q2947344) (← links)
• A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
• ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
• Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901) (← links)
• Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps (Q5373914) (← links)
• PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING (Q5746923) (← links)