Pages that link to "Item:Q879424"
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The following pages link to On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options (Q879424):
Displayed 4 items.
- Numerical valuation of discrete double barrier options (Q847225) (← links)
- Smoothing schemes for reaction-diffusion systems with nonsmooth data (Q953399) (← links)
- On the class of high order time stepping schemes based on Padé approximations for the numerical solution of Burgers' equation (Q2378786) (← links)
- A fourth-order smoothing scheme for pricing barrier options under stochastic volatility (Q3636740) (← links)