Pages that link to "Item:Q5028586"
From MaRDI portal
The following pages link to Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586):
Displaying 7 items.
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- A radial basis function-Hermite finite difference (RBF-HFD) method for the cubic-quintic complex Ginzburg-Landau equation (Q2695676) (← links)
- Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)
- Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
- A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
- Lattice Boltzmann method for the linear complementarity problem arising from American option pricing (Q6577172) (← links)
