The following pages link to (Q4459815):
Displayed 6 items.
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- Valuation of American passport option using a three-time level scheme (Q2322412) (← links)
- Pivoting in linear complementarity: Two polynomial-time cases (Q2391195) (← links)