Pages that link to "Item:Q4571701"

The following pages link to FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS (Q4571701):

Displayed 9 items.

• Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) ‎ (← links)
• Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) ‎ (← links)
• The Crank-Nicolson type compact difference schemes for a loaded time-fractional Hallaire equation (Q2236858) ‎ (← links)
• Numerical methods for time-fractional convection-diffusion problems with high-order accuracy (Q2669018) ‎ (← links)
• Boundary value problems for a loaded modified fractional-order moisture transfer equation with the Bessel operator and difference methods for their solution (Q4986746) ‎ (← links)
• OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496) ‎ (← links)
• Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial (Q6087659) ‎ (← links)
• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) ‎ (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) ‎ (← links)