Pages that link to "Item:Q5292283"
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The following pages link to COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283):
Displayed 5 items.
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- A fast Fourier transform technique for pricing American options under stochastic volatility (Q965893) (← links)
- Pricing American options using a space-time adaptive finite difference method (Q982922) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)