Pages that link to "Item:Q2053265"
From MaRDI portal
The following pages link to A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265):
Displaying 4 items.
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← 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)
- Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)
