Pages that link to "Item:Q3527432"

The following pages link to A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (Q3527432):

Displaying 31 items.

• Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
• Option pricing with a direct adaptive sparse grid approach (Q432809) (← links)
• A fixed point method for the linear complementarity problem arising from American option pricing (Q519227) (← links)
• The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
• Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
• On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
• Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
• Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
• Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
• Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
• SelectNet: self-paced learning for high-dimensional partial differential equations (Q2131038) (← links)
• An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
• A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
• Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
• On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
• Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
• A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
• COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
• On a constant related to American type options (Q3114558) (← links)
• Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
• 2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models (Q4562628) (← links)
• Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
• A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
• The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
• An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
• American option pricing problem transformed on finite interval (Q5739583) (← links)
• Perfectly matched layers for the heat and advection-diffusion equations (Q5893971) (← links)
• Perfectly matched layers for the heat and advection-diffusion equations (Q5901159) (← links)
• Friedrichs Learning: Weak Solutions of Partial Differential Equations via Deep Learning (Q6108164) (← links)