Pages that link to "Item:Q2804504"
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The following pages link to Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504):
Displaying 16 items.
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
- A second-order efficient<i>L</i>-stable numerical method for space fractional reaction–diffusion equations (Q5026520) (← links)
- High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
- Numerical efficiency of some exponential methods for an advection–diffusion equation (Q5031843) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
- A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
