Pages that link to "Item:Q435146"
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The following pages link to A finite element discretization method for option pricing with the Bates model (Q435146):
Displaying 4 items.
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
- Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
