Pages that link to "Item:Q704796"
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The following pages link to Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796):
Displayed 13 items.
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options (Q941609) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- A model for optimal stopping in advertisement (Q974528) (← links)
- Implicit-explicit numerical schemes for jump-diffusion processes (Q997571) (← links)
- Numerical valuation of options with jumps in the underlying (Q1775609) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Solvability of Sturm-Liouville problems on time scales at resonance (Q2654187) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- Compact finite difference method for integro-differential equations (Q5971285) (← links)