Pages that link to "Item:Q5495667"
From MaRDI portal
The following pages link to The impact of a natural time change on the convergence of the Crank-Nicolson scheme (Q5495667):
Displaying 6 items.
- Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
- Analysis of Quantization Error in Financial Pricing via Finite Difference Methods (Q4572020) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- A Partial Fourier Transform Method for a Class of Hypoelliptic Kolmogorov Equations (Q4976114) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling (Q5742504) (← links)
