The following pages link to (Q3159350):
Displaying 9 items.
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- On coordinate transformation and grid stretching for sparse grid pricing of basket options (Q952093) (← links)
- On multigrid for anisotropic equations and variational inequalities ``pricing multi-dimensional European and American options'' (Q1780893) (← links)
- High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- A sparse grid space-time discretization scheme for parabolic problems (Q2471825) (← links)
- On a Multilevel Preconditioner and its Condition Numbers for the Discretized Laplacian on Full and Sparse Grids in Higher Dimensions (Q2950232) (← links)
- A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
- Opticom and the Iterative Combination Technique for Convex Minimisation (Q5254902) (← links)
