Pages that link to "Item:Q2423603"
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The following pages link to High-order compact finite difference scheme for option pricing in stochastic volatility jump models (Q2423603):
Displaying 4 items.
- High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
