Pages that link to "Item:Q5249951"
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The following pages link to Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951):
Displaying 13 items.
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
- Primal-dual active set method for pricing American better-of option on two assets (Q2205394) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference (Q2696739) (← links)
- An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
