Pages that link to "Item:Q4903222"

The following pages link to Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222):

Displaying 13 items.

• A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
• A fast numerical method to price American options under the Bates model (Q516683) (← links)
• Computing American option price under regime switching with rationality parameter (Q520865) (← links)
• Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
• A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• A second-order exponential time differencing scheme for non-linear reaction-diffusion systems with dimensional splitting (Q2194330) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• On the numerical and structural properties of a logarithmic scheme for diffusion-reaction equations (Q2419492) (← links)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
• Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)