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- An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps 2015-01-23 Paper IMEX schemes for pricing options under jump-diffusion...10 bytes (17 words) - 06:22, 12 December 2023
- methods for pricing American options under stochastic volatility 2008-01-23 Paper COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC...10 bytes (16 words) - 01:25, 13 December 2023
- applications in option pricing 2008-01-08 Paper On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options 2007-05-11 Paper...10 bytes (18 words) - 02:59, 13 December 2023
- Application of high-precision computing for pricing arithmetic asian options 2017-02-03 Paper Pricing Bermudan options using low-discrepancy mesh methods 2014-02-20...10 bytes (18 words) - 05:47, 9 December 2023
- method for pricing American options under Kou's jump-diffusion models based on penalty method 2021-11-29 Paper Fitted Finite Volume Method for Pricing American...10 bytes (17 words) - 16:32, 12 December 2023
- algorithm for pricing American options 2008-11-06 Paper Exponential time integration and Chebychev discretisation schemes for fast pricing of options 2008-09-01...10 bytes (18 words) - 18:51, 11 December 2023
- A closed-form pricing formula for catastrophe equity options 2022-11-22 Paper An exact and explicit formula for pricing lookback options with regime switching...10 bytes (18 words) - 21:33, 9 December 2023
- standard spectral methods for pricing standard options 2016-08-03 Paper A Laplace Transform Approach for Pricing European Options 2016-04-22 Paper https://portal...10 bytes (16 words) - 19:21, 11 December 2023
- Asian (Average Price) Options 2009-07-17 Paper Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach 2009-07-05 Paper PRICING DISCRETELY...10 bytes (16 words) - 01:47, 11 December 2023
- RBF-FD method for pricing American options under jump-diffusion models 2020-10-01 Paper A local radial basis function method for pricing options under the regime...10 bytes (16 words) - 18:22, 24 September 2023
- regime switching 2012-03-06 Paper Option pricing and Esscher transform under regime switching 2012-03-05 Paper Pricing Options Under a Generalized Markov-Modulated...10 bytes (16 words) - 03:56, 7 October 2023
- two-dimensional options pricing under fractional differential models 2020-10-07 Paper A fast preconditioned penalty method for American options pricing under regime-switching...10 bytes (17 words) - 18:03, 13 December 2023
- Publication Type Pricing Options Under Time-Fractional Model Using Adomian Decomposition 2023-07-31 Paper Stability analysis for pricing European options regarding...10 bytes (16 words) - 00:50, 28 December 2023
- 2017-09-19 Paper PRICING OF QUANTO CHAINED OPTIONS 2016-09-09 Paper Probability for transition of business cycle and pricing of options with correlated...10 bytes (16 words) - 03:45, 10 December 2023
- scheme for pricing American options 2019-03-04 Paper OPTION PRICING UNDER THE KOBOL MODEL 2018-11-16 Paper Numerically pricing American options under the...10 bytes (17 words) - 01:26, 11 December 2023
- 2020-09-16 Paper Pricing variance swaps under stochastic volatility and stochastic interest rate 2019-03-20 Paper Numerically pricing American options under the...10 bytes (17 words) - 13:05, 11 December 2023
- for pricing options under jump-diffusion models 2014-07-10 Paper A high-order front-tracking finite difference method for pricing American options under...10 bytes (17 words) - 12:04, 6 October 2023
- NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS 2020-01-02 Paper A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest...10 bytes (16 words) - 02:00, 7 October 2023
- numerical method to price American options under the Bates model 2017-03-15 Paper A very efficient approach for pricing barrier options on an underlying described...10 bytes (18 words) - 17:35, 9 December 2023
- Paper DG method for pricing European options under Merton jump-diffusion model. 2019-12-18 Paper DG framework for pricing European options under one-factor...10 bytes (16 words) - 07:39, 12 December 2023
