Pages that link to "Item:Q5964596"
From MaRDI portal
The following pages link to A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596):
Displayed 16 items.
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) (← links)
- Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114) (← links)
- Numerical study for European option pricing equations with non-levy jumps (Q4987125) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826) (← links)
- (Q5868467) (← links)
