Pages that link to "Item:Q1993643"

The following pages link to A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643):

Displayed 8 items.

• A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) ‎ (← links)
• An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) ‎ (← links)
• (Q5033284) ‎ (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) ‎ (← links)
• (Q5868467) ‎ (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) ‎ (← links)
• Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (Q6183005) ‎ (← links)
• A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) ‎ (← links)