Pages that link to "Item:Q5189607"

The following pages link to A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607):

Displaying 14 items.

• An improved method for pricing and hedging long dated American options (Q323396) (← links)
• A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
• Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
• A fast numerical method to price American options under the Bates model (Q516683) (← links)
• The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
• An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
• Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
• ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
• Numerical simulation of reaction-diffusion neural dynamics models and their synchronization/desynchronization: application to epileptic seizures (Q2004428) (← links)
• A quick operator splitting method for option pricing (Q2074881) (← links)
• LSV models with stochastic interest rates and correlated jumps (Q4976326) (← links)
• Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
• NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491) (← links)
• A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)