Pages that link to "Item:Q982922"

The following pages link to Pricing American options using a space-time adaptive finite difference method (Q982922):

Displaying 11 items.

• A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
• Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
• A multigrid preconditioner for an adaptive Black-Scholes solver (Q533713) (← links)
• A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities (Q2095644) (← links)
• Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
• Pricing real estate index options under stochastic interest rates (Q2145575) (← links)
• A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
• BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
• Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
• An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
• Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time (Q3179707) (← links)