Pages that link to "Item:Q2302378"

The following pages link to Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378):

Displaying 3 items.

• Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
• An implicit scheme for American put options (Q6057151) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)