Pages that link to "Item:Q2390004"

The following pages link to Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004):

Displaying 20 items.

• Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
• An error estimate for the finite difference scheme for one-phase obstacle problem (Q471270) (← links)
• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
• Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
• The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
• Pricing European and American options by radial basis point interpolation (Q903013) (← links)
• Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
• On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
• Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles (Q1734182) (← links)
• Convergence of the finite difference scheme for a general class of the spatial segregation of reaction-diffusion systems (Q2001332) (← links)
• Pricing real estate index options under stochastic interest rates (Q2145575) (← links)
• On the integral relationship between the early exercise boundary and the value function of the American put option (Q2317104) (← links)
• Efficient pricing of Bermudan options using recombining quadratures (Q2517493) (← links)
• Option convergence rate with geometric random walks approximations (Q2821904) (← links)
• Iterative scheme for an elliptic non-local free boundary problem (Q2832368) (← links)
• A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
• Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
• An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
• An implicit scheme for American put options (Q6057151) (← links)
• An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)