Pages that link to "Item:Q1951078"
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The following pages link to A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078):
Displaying 6 items.
- Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
