Pages that link to "Item:Q316630"

The following pages link to Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630):

Displaying 20 items.

• A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
• A fast numerical method to price American options under the Bates model (Q516683) (← links)
• Extrapolated stabilized explicit Runge-Kutta methods (Q1674658) (← links)
• Time discretization and stability regions for dissipative-dispersive Kuramoto-Sivashinsky equation arising in turbulent gas flow over laminar liquid (Q1675993) (← links)
• Variable step length algorithms with high-order extrapolated non-standard finite difference schemes for a SEIR model (Q1676015) (← links)
• Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
• An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
• A two-grid penalty method for American options (Q1993545) (← links)
• An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
• Solving nonlinear parabolic PDEs in several dimensions: parallelized ESERK codes (Q2123812) (← links)
• A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
• A second-order exponential time differencing scheme for non-linear reaction-diffusion systems with dimensional splitting (Q2194330) (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
• Improved Runge-Kutta-Chebyshev methods (Q2221544) (← links)
• Numerical simulation of partial differential equations via local meshless method (Q2311046) (← links)
• The locally extrapolated exponential time differencing LOD scheme for multidimensional reaction-diffusion systems (Q2345666) (← links)
• A class of high-order Runge-Kutta-Chebyshev stability polynomials (Q2374706) (← links)
• ESERK5: a fifth-order extrapolated stabilized explicit Runge-Kutta method (Q2423667) (← links)
• (Q3119570) (← links)
• Asymptotics and discretization of a weakly singular kernel: application to viscous flows in a network of thin tubes (Q6095070) (← links)