Pages that link to "Item:Q5156967"
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The following pages link to Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967):
Displaying 2 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
