Pages that link to "Item:Q2259116"
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The following pages link to Weak Galerkin finite element method for valuation of American options (Q2259116):
Displaying 9 items.
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- A uniformly convergent weak Galerkin finite element method on Shishkin mesh for 1d convection-diffusion problem (Q2211743) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- <i>A Posteriori</i> Error Analysis for the Weak Galerkin Method for Solving Elliptic Problems (Q4962578) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
