Pages that link to "Item:Q391441"
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The following pages link to Contour integral method for European options with jumps (Q391441):
Displaying 13 items.
- A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Limitations and improvements of standard spectral methods for pricing standard options (Q531074) (← links)
- An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
- RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- A Laplace Transform Approach for Pricing European Options (Q2801933) (← links)
- A fractional perspective to financial indices (Q5495581) (← links)
- A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
- A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
