Pages that link to "Item:Q618451"

The following pages link to A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451):

Displayed 4 items.

• A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) ‎ (← links)
• A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) ‎ (← links)
• Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) ‎ (← links)
• A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations (Q5178137) ‎ (← links)