Pages that link to "Item:Q932713"
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The following pages link to Numerical pricing of options using high-order compact finite difference schemes (Q932713):
Displayed 36 items.
- Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
- Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
- Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351) (← links)
- Limitations and improvements of standard spectral methods for pricing standard options (Q531074) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options (Q941609) (← links)
- Exponential time integration for fast finite element solutions of some financial engineering problems (Q1002209) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
- Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance (Q1725004) (← links)
- High order method for Black-Scholes PDE (Q1732487) (← links)
- Compact difference scheme for parabolic and Schrödinger-type equations with variable coefficients (Q2002340) (← links)
- Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
- A compact finite difference method for a general class of nonlinear singular boundary value problems with Neumann and Robin boundary conditions (Q2009260) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- A Laplace Transform Approach for Pricing European Options (Q2801933) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes (Q2931955) (← links)
- High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions (Q2945680) (← links)
- Boundary value methods with the Crank–Nicolson preconditioner for pricing options in the jump-diffusion model (Q3008377) (← links)
- FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS (Q4571701) (← links)
- High Order Compact Schemes for Option Pricing with Liquidity Shocks (Q4626511) (← links)
- A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542) (← links)
- Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
- High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)