Pages that link to "Item:Q1986143"
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The following pages link to Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143):
Displaying 5 items.
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) (← links)
