Pages that link to "Item:Q2516793"

The following pages link to Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793):

Displayed 4 items.

• Fast reconstruction of time-dependent market volatility for European options (Q2027727) ‎ (← links)
• A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) ‎ (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) ‎ (← links)
• (Q5868467) ‎ (← links)