Pages that link to "Item:Q2507719"

The following pages link to Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719):

Displaying 20 items.

• A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
• Mechanical behaviour in DC alloys casting processes (Q346233) (← links)
• Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
• Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics (Q426548) (← links)
• A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
• An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
• A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
• A numerical method for pricing spread options on LIBOR rates with a PDE model (Q622981) (← links)
• Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (Q846454) (← links)
• Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706) (← links)
• Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method (Q2104068) (← links)
• Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs) (Q2243196) (← links)
• A new mathematical model for pricing a mine extraction project (Q2286643) (← links)
• Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
• Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361) (← links)
• Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
• Model and numerical methods for pricing renewable energy certificate derivatives (Q2684158) (← links)
• A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
• MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL (Q3087880) (← links)
• A new numerical method for pricing fixed-rate mortgages with prepayment and default options (Q5739577) (← links)