The following pages link to (Q4863379):
Displayed 50 items.
- Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
- Problem of selecting an optimal portfolio with a probabilistic risk function (Q308568) (← links)
- An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
- Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
- An error estimate for the finite difference scheme for one-phase obstacle problem (Q471270) (← links)
- Weakly chained diagonally dominant \(B\)-matrices and error bounds for linear complementarity problems (Q501964) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- An analysis of finite volume element method for solving the Signorini problem (Q670847) (← links)
- TVD, WENO and blended BDF discretizations for Asian options (Q706545) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- A penalty method for a finite-dimensional obstacle problem with derivative constraints (Q742393) (← links)
- An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831) (← links)
- A spectral method for the time evolution in parabolic problems (Q861716) (← links)
- Polynomial algorithms for pricing path-dependent interest rate instruments (Q862839) (← links)
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- A mixed PDE-Monte Carlo approach for pricing credit default index swaptions (Q882492) (← links)
- Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model (Q890155) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Superconvergence estimates of finite element methods for American options (Q993293) (← links)
- A preference free partial differential equation for the term structure of interest rates (Q1000411) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- A modified binomial tree method for currency lookback options (Q1586084) (← links)
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
- Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate (Q1706706) (← links)
- Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles (Q1734182) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- On multigrid for anisotropic equations and variational inequalities ``pricing multi-dimensional European and American options'' (Q1780893) (← links)
- Vector financial rogue waves (Q1928046) (← links)
- A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing (Q1930396) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
- Space-time adaptive finite elements for nonlocal parabolic variational inequalities (Q1988033) (← links)