The following pages link to (Q4597508):
Displayed 5 items.
- A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
- A priori and a posteriori estimates of stabilized mixed finite volume methods for the incompressible flow arising in arteriosclerosis (Q2315917) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- (Q5868467) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)