Pages that link to "Item:Q4903538"
From MaRDI portal
The following pages link to Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538):
Displaying 11 items.
- RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
- Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
- Estimation and prediction under local volatility jump-diffusion model (Q2148668) (← links)
- An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- IMEX schemes for pricing options under jump-diffusion models (Q2250990) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
- (Q5033284) (← links)
- NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
