The following pages link to (Q3571744):
Displaying 14 items.
- Pricing American bond options using a penalty method (Q445080) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A direct algorithm in some free boundary problems (Q729702) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- Convergence analysis of a monotonic penalty method for American option pricing (Q950483) (← links)
- Modeling and computation of water management by real options (Q1716925) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- (Q4627085) (← links)
- Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games (Q5156688) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)
