Pages that link to "Item:Q2204419"
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The following pages link to On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419):
Displaying 8 items.
- A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
- Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market (Q2666233) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
- A meshless finite point method for the improved Boussinesq equation using stabilized moving least squares approximation and Richardson extrapolation (Q6066557) (← links)
- Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441) (← 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)
