Pages that link to "Item:Q5470322"
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The following pages link to Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance (Q5470322):
Displayed 42 items.
- The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Water wave propagation in unbounded domains. II: Numerical methods for fractional PDEs (Q349476) (← links)
- Tri-diagonal preconditioner for pricing options (Q442720) (← links)
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- On the calibration of local jump-diffusion asset price models (Q484208) (← links)
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- A posteriori error estimation for \(hp\)-version time-stepping methods for parabolic partial differential equations (Q972582) (← links)
- Wavelet solution of variable order pseudodifferential equations (Q987714) (← links)
- Implicit-explicit numerical schemes for jump-diffusion processes (Q997571) (← links)
- Two dimensional wavelets collocation scheme for linear and nonlinear Volterra weakly singular partial integro-differential equations (Q1794730) (← links)
- Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
- Optimal convergence orders of fully geometric mesh one-leg methods for neutral differential equations with vanishing variable delay (Q2000538) (← links)
- The local discontinuous Galerkin method for convection-diffusion-fractional anti-diffusion equations (Q2010257) (← links)
- A posteriori error bounds for fully-discrete \textit{hp}-discontinuous Galerkin timestepping methods for parabolic problems (Q2038428) (← links)
- Numerical investigation of the variable-order fractional Sobolev equation with non-singular Mittag-Leffler kernel by finite difference and local discontinuous Galerkin methods (Q2098690) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- Stability analysis and error estimates of implicit-explicit Runge-Kutta local discontinuous Galerkin methods for nonlinear fractional convection-diffusion problems (Q2167396) (← links)
- Circulant preconditioners for pricing options (Q2431151) (← links)
- Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
- Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations (Q2821763) (← links)
- WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES (Q3107933) (← links)
- Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time (Q3179707) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
- Variational Solutions of the Pricing PIDEs for European Options in Lévy Models (Q4586315) (← links)
- Numerical Analysis and Computational Solution of Integro-Differential Equations (Q4611801) (← links)
- The Variable-Order Discontinuous Galerkin Time Stepping Scheme for Parabolic Evolution Problems is Uniformly $L^\infty$-Stable (Q4620408) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
- Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826) (← links)
- Machine Learning of Space-Fractional Differential Equations (Q5230657) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS (Q5386671) (← links)
- (Q5862234) (← links)
- Numerical valuation of European and American options under Merton's model (Q6099987) (← links)
- A direct discontinuous Galerkin method for a high order nonlocal conservation law (Q6103624) (← links)
- High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)