Pages that link to "Item:Q5347524"

The following pages link to An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524):

Displayed 11 items.

• A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) ‎ (← links)
• Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models (Q2115062) ‎ (← links)
• Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models (Q2118964) ‎ (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) ‎ (← links)
• Finite element methods: research in India over the last decade (Q2304127) ‎ (← links)
• Numerical study for European option pricing equations with non-levy jumps (Q4987125) ‎ (← links)
• An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) ‎ (← links)
• On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) ‎ (← links)
• Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) ‎ (← links)
• <i>L</i>^∞-norm convergence rates of an IMEX scheme for solving a partial integro-differential equation system arising from regime-switching jump-diffusion Asian option pricing (Q6106750) ‎ (← links)
• A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371) ‎ (← links)