Pages that link to "Item:Q2494013"

The following pages link to A fitted finite volume method for the valuation of options on assets with stochastic volatilities (Q2494013):

Displaying 24 items.

• Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974) (← links)
• Pricing American bond options using a penalty method (Q445080) (← links)
• A brief survey on numerical methods for solving singularly perturbed problems (Q618050) (← links)
• An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations (Q827364) (← links)
• Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
• A computational scheme for uncertain volatility model in option pricing (Q1030664) (← links)
• Modeling and computation of water management by real options (Q1716925) (← links)
• A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
• A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
• A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
• Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method (Q2079124) (← links)
• A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
• Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options (Q2668184) (← links)
• Modelling and computation of optimal decision for farmers leasing lands (Q2804508) (← links)
• Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
• Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290) (← links)
• Numerical performance of penalty method for American option pricing (Q3161139) (← links)
• SOLVING GENERALIZED LINEAR MODEL OF BLACK-SCHOLES WITH CLASSICAL FINITE VOLUME METHOD (Q5075855) (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
• Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (Q5252274) (← links)
• Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)