Pages that link to "Item:Q2273036"
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The following pages link to Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036):
Displayed 3 items.
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- Highly efficient parallel algorithms for solving the Bates PIDE for pricing options on a GPU (Q2244180) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)