Pages that link to "Item:Q5292283"

The following pages link to COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283):

Displaying 31 items.

• A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
• A fixed point method for the linear complementarity problem arising from American option pricing (Q519227) (← links)
• The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
• Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← 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)
• RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
• Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
• A quick operator splitting method for option pricing (Q2074881) (← 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)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
• Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
• PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332) (← links)
• BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
• HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs (Q2947344) (← links)
• ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710) (← links)
• THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
• Pricing American call options under a hard-to-borrow stock model (Q4575290) (← links)
• ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
• A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
• LSV models with stochastic interest rates and correlated jumps (Q4976326) (← links)
• American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
• Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme (Q5030646) (← links)
• Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
• (Q5085891) (← links)
• A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
• Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)