Pages that link to "Item:Q4554225"
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The following pages link to Valuation of American options under the CGMY model (Q4554225):
Displaying 6 items.
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← links)
- A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model (Q4691176) (← links)
- Branching Random Walk Solutions to the Wigner Equation (Q4970508) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
- A Fast Finite Difference Method for Tempered Fractional Diffusion Equations (Q5160056) (← links)
