Pages that link to "Item:Q618463"
From MaRDI portal
The following pages link to A spectral element method to price European options. I. Single asset with and without jump diffusion (Q618463):
Displayed 20 items.
- A Legendre spectral element method on a large spatial domain to solve the predator-prey system modeling interacting populations (Q350413) (← links)
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451) (← links)
- A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
- Modal spectral element method in curvilinear domains (Q1743408) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- Nonconforming least-squares spectral element method for European options (Q2007189) (← links)
- A numerical solution strategy based on error analysis for time-fractional mobile/immobile transport model (Q2100277) (← links)
- A novel finite difference-spectral method for fractal mobile/immobile transport model based on Caputo-Fabrizio derivative (Q2129441) (← links)
- A class of moving Kriging interpolation-based DQ methods to simulate multi-dimensional space Galilei invariant fractional advection-diffusion equation (Q2129637) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Alternating direction implicit-spectral element method (ADI-SEM) for solving multi-dimensional generalized modified anomalous sub-diffusion equation (Q2203234) (← links)
- Legendre spectral element method for solving time fractional modified anomalous sub-diffusion equation (Q2290538) (← links)
- Spectral element technique for nonlinear fractional evolution equation, stability and convergence analysis (Q2360685) (← links)
- Second-order finite difference/spectral element formulation for solving the fractional advection-diffusion equation (Q2665575) (← links)
- Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- Legendre spectral element method (LSEM) to simulate the two-dimensional system of nonlinear stochastic advection–reaction–diffusion models (Q5072943) (← links)
- A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations (Q5178137) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)