Pages that link to "Item:Q5582530"

The following pages link to Smoothing of initial data and rates of convergence for parabolic difference equations (Q5582530):

Displaying 31 items.

• Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351) (← links)
• On the Lax equivalence theorem equipped with orders (Q1238609) (← links)
• Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
• Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
• Numerical approximations of singular source terms in differential equations (Q1887744) (← links)
• A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
• Multistep schemes for solving backward stochastic differential equations on GPU (Q2138198) (← links)
• A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
• Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
• Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
• A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
• High-order ADI scheme for option pricing in stochastic volatility models (Q2406630) (← links)
• High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance (Q2406636) (← links)
• High-order compact finite difference scheme for option pricing in stochastic volatility jump models (Q2423603) (← links)
• High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
• High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions (Q2945680) (← links)
• Some error estimates for the lumped mass finite element method for a parabolic problem (Q3117199) (← links)
• On the smoothing property of the crank-nicolson scheme (Q3932236) (← links)
• FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS (Q4571701) (← links)
• Analysis of Quantization Error in Financial Pricing via Finite Difference Methods (Q4572020) (← links)
• Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
• Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform Grids (Q4626510) (← links)
• High Order Compact Schemes for Option Pricing with Liquidity Shocks (Q4626511) (← links)
• High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique (Q4626514) (← links)
• The STRIKE Computational Finance Toolbox (Q4626527) (← links)
• PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
• Efficient finite difference method for optimal portfolio in a power utility regime-switching model (Q5031703) (← links)
• From finite differences to finite elements. A short history of numerical analysis of partial differential equations (Q5931470) (← links)
• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)