Pages that link to "Item:Q1030223"
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The following pages link to Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223):
Displaying 7 items.
- Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
- Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- High-order full discretization for anisotropic wave equations (Q2423114) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
- High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
- Fourth-order exponential time differencing Runge–Kutta scheme and local meshless method to investigate unsteady diffusion–convection problems of anisotropic functionally graded materials (Q6625115) (← links)
