Pages that link to "Item:Q2450049"

The following pages link to Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options (Q2450049):

Displaying 5 items.

• A high-order finite difference method for option valuation (Q1705003) (← links)
• Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
• A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
• Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) (← links)
• Arbitrary high-order unconditionally stable methods for reaction-diffusion equations with inhomogeneous boundary condition via deferred correction (Q6157122) (← links)