Pages that link to "Item:Q4903541"
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The following pages link to Multiscale methods for the valuation of American options with stochastic volatility (Q4903541):
Displaying 10 items.
- Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358) (← links)
- Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods (Q6664909) (← links)
