Pages that link to "Item:Q1935212"

The following pages link to Computational methods for quantitative finance. Finite element methods for derivative pricing (Q1935212):

Displaying 37 items.

• A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
• Irreducibility and exponential mixing of some stochastic hydrodynamical systems driven by pure jump noise (Q728509) (← links)
• Weak reflection principle for Lévy processes (Q894806) (← links)
• Multilevel Monte Carlo for the Feynman-Kac formula for the Laplace equation (Q906958) (← links)
• Spectral element method for parabolic initial value problem with non-smooth data: analysis and application (Q1691404) (← links)
• Quadratic spline wavelets with short support satisfying homogeneous boundary conditions (Q1744317) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
• Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
• Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
• Deep solution operators for variational inequalities via proximal neural networks (Q2146915) (← links)
• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Wavelet-Galerkin method for second-order integro-differential equations on product domains (Q2232049) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• Sparse wavelet representation of differential operators with piecewise polynomial coefficients (Q2275113) (← links)
• Quadrature rules for finite element approximations of 1D nonlocal problems (Q2375002) (← links)
• A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
• Ergodicity of Stochastic Shell Models Driven by Pure Jump Noise (Q2802690) (← links)
• Efficient solution of structural default models with correlated jumps and mutual obligations (Q2804497) (← links)
• Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations (Q2821763) (← links)
• Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
• Localization errors in solving stochastic partial differential equations in the whole space (Q2981781) (← links)
• FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES (Q2986668) (← links)
• A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
• A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
• Dirichlet Forms and Finite Element Methods for the SABR Model (Q4579839) (← links)
• A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
• Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
• Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs (Q4611809) (← links)
• Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model (Q4626533) (← links)
• A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
• Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
• Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)
• An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
• Approximate solutions to second-order parabolic equations: evolution systems and discretization (Q6105353) (← links)
• A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
• Meshless methods for American option pricing through physics-informed neural networks (Q6158655) (← links)