Pages that link to "Item:Q964214"

The following pages link to A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214):

Displaying 17 items.

• An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
• Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
• Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
• Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
• Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
• Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
• THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
• PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
• An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
• American option pricing problem transformed on finite interval (Q5739583) (← links)
• An implicit scheme for American put options (Q6057151) (← links)
• (Q6119093) (← links)
• Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603) (← links)