Pages that link to "Item:Q4903537"

The following pages link to A front-fixing finite element method for the valuation of American options with regime switching (Q4903537):

Displaying 15 items.

• Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
• Fast and accurate calculation of American option prices (Q1715613) (← links)
• A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
• Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
• An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
• (Q5033284) (← links)
• FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
• Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
• A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model (Q6180325) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)