Pages that link to "Item:Q491062"
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The following pages link to Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062):
Displayed 12 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model (Q313654) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
- Editorial: Mathematical modeling and computational methods (Q5892107) (← links)
- Efficient numerical pricing of American options based on multiple shooting method: a PDE approach (Q6079793) (← links)
