Pages that link to "Item:Q651445"
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The following pages link to A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445):
Displayed 10 items.
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332) (← links)
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
- A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)