Pages that link to "Item:Q533713"
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The following pages link to A multigrid preconditioner for an adaptive Black-Scholes solver (Q533713):
Displaying 5 items.
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
- On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (Q6090285) (← links)
