Pages that link to "Item:Q671091"
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The following pages link to Option pricing in jump diffusion models with quadratic spline collocation (Q671091):
Displaying 5 items.
- Discrete septic spline quasi-interpolants for solving generalized Fredholm integral equation of the second kind via three degenerate kernel methods (Q1992067) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
