Pages that link to "Item:Q3180336"
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The following pages link to Convergence Rates of Moving Mesh Rannacher Methods for PDEs of Asian Options Pricing (Q3180336):
Displayed 5 items.
- Moving mesh methods for pricing Asian options with regime switching (Q908388) (← links)
- Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← links)
- Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (Q5031165) (← links)
- High-order methods for the option pricing under multivariate rough volatility models (Q6161539) (← links)
- Rough Heston Models with Variable Vol-of-Vol and Option Pricing (Q6191801) (← links)