Pages that link to "Item:Q2198473"
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The following pages link to An efficient finite element method for pricing American multi-asset put options (Q2198473):
Displaying 11 items.
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- An unconditionally energy-stable second-order time-accurate scheme for the Cahn-Hilliard equation on surfaces (Q2007470) (← 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)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
- A penalty method for American multi-asset option problems (Q6040370) (← links)
- A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations (Q6184720) (← links)
- Lattice Boltzmann method for the linear complementarity problem arising from American option pricing (Q6577172) (← links)
