Pages that link to "Item:Q289274"

The following pages link to A mixed derivative terms removing method in multi-asset option pricing problems (Q289274):

Displaying 10 items.

• An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
• A quick operator splitting method for option pricing (Q2074881) (← links)
• Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
• Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models (Q2279852) (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
• Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
• A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
• American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
• An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
• An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)