Pages that link to "Item:Q2864595"
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The following pages link to An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595):
Displayed 7 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Preconditioned iterative methods for fractional diffusion models in finance (Q3462521) (← links)
- Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data (Q5026507) (← links)
- A compact fourth-order \(L\)-stable scheme for reaction-diffusion systems with nonsmooth data (Q5962597) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)