Pages that link to "Item:Q5154006"
From MaRDI portal
The following pages link to An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006):
Displaying 3 items.
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps (Q6494191) (← links)
