Pages that link to "Item:Q2006622"
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The following pages link to Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622):
Displaying 15 items.
- Asian option as a fixed-point (Q721236) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models (Q2118964) (← links)
- A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- Derivation of the Black–Scholes Equation from Basic Principles (Q4581743) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← 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)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)
- Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing (Q6200827) (← links)
- Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps (Q6494191) (← links)
