Pages that link to "Item:Q4541570"
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The following pages link to A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570):
Displayed 13 items.
- An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- Penalty methods for American options with stochastic volatility (Q1298615) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Unstructured meshing for two asset barrier options (Q4541586) (← links)
- ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING (Q4653566) (← links)
- High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
- Dynamic Fund Protection (Q5718218) (← links)
- Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564) (← links)
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)