Pages that link to "Item:Q5964596"

The following pages link to A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596):

Displaying 24 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)
• A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400) (← links)
• Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
• Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
• Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
• A Legendre-Galerkin spectral method for option pricing under regime switching models (Q6657384) (← links)