Pages that link to "Item:Q952094"
From MaRDI portal
The following pages link to Adaptive \(\theta \)-methods for pricing American options (Q952094):
Displayed 24 items.
- 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)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- A new kind of parallel finite difference method for the quanto option pricing model (Q1622737) (← links)
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Local RBF method for multi-dimensional partial differential equations (Q2406271) (← links)
- Efficient Meshfree Method for Pricing European and American Put Options on a Non-dividend Paying Asset (Q2801932) (← links)
- NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING (Q3637884) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315) (← links)
- Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
- (Q5213126) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
- Application of the local radial basis function-based finite difference method for pricing American options (Q5266153) (← links)
- An RBF approach for oil futures pricing under the jump-diffusion model (Q5855722) (← links)
- Efficient numerical pricing of American options based on multiple shooting method: a PDE approach (Q6079793) (← links)