Pages that link to "Item:Q2875711"
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The following pages link to Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711):
Displayed 8 items.
- An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
- RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
