Pages that link to "Item:Q516683"
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The following pages link to A fast numerical method to price American options under the Bates model (Q516683):
Displaying 5 items.
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
