Pages that link to "Item:Q1930421"
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The following pages link to A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421):
Displayed 13 items.
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models (Q897123) (← links)
- Efficient space-time spectral methods for second-order problems on unbounded domains (Q1676920) (← links)
- Error analysis of nonlinear time fractional mobile/immobile advection-diffusion equation with weakly singular solutions (Q2020230) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Dynamical behavior of reaction-diffusion neural networks and their synchronization arising in modeling epileptic seizure: a numerical simulation study (Q2210614) (← links)
- A homotopy method with adaptive basis selection for computing multiple solutions of differential equations (Q2291939) (← links)
- Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
- A pricing option approach based on backward stochastic differential equation theory (Q2321651) (← links)
- Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)