Pages that link to "Item:Q4659906"
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The following pages link to Robust numerical methods for contingent claims under jump diffusion processes (Q4659906):
Displayed 13 items.
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options (Q941609) (← links)
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (Q952085) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- Pricing American options when asset prices jump (Q969504) (← links)
- Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
- A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)