Pages that link to "Item:Q2231609"
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The following pages link to An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609):
Displaying 3 items.
- PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
- Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)
