Pages that link to "Item:Q3304790"
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The following pages link to Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks (Q3304790):
Displaying 6 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745) (← links)
- Numerical method for optimal portfolio in an exponential utility regime-switching model (Q5030573) (← links)
- Efficient finite difference method for optimal portfolio in a power utility regime-switching model (Q5031703) (← links)
- Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods (Q6549868) (← links)
- RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
