Pages that link to "Item:Q512310"
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The following pages link to Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310):
Displaying 8 items.
- An efficient numerical method for solving nonlinear Thomas-Fermi equation (Q1737386) (← links)
- A modified modulus-based multigrid method for linear complementarity problems arising from free boundary problems (Q1995940) (← links)
- Numerical simulation of reaction-diffusion neural dynamics models and their synchronization/desynchronization: application to epileptic seizures (Q2004428) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach (Q6158673) (← links)
