Pages that link to "Item:Q5372098"
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The following pages link to Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098):
Displaying 4 items.
- A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← 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)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- (Q5868467) (← links)
