Pages that link to "Item:Q521930"

The following pages link to An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930):

Displaying 32 items.

• Fuzzy granular gravitational clustering algorithm for multivariate data (Q506340) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• (Q1936179) (redirect page) (← links)
• An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
• A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
• On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
• Financial options pricing with regime-switching jump-diffusions (Q2398904) (← links)
• On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
• A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
• COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
• Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114) (← links)
• An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
• Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
• An RBF approach for oil futures pricing under the jump-diffusion model (Q5855722) (← links)
• (Q5868467) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)
• A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
• Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
• Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441) (← links)
• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)
• Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
• A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis (Q6590205) (← links)
• RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)