Pages that link to "Item:Q618451"

The following pages link to A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451):

Displaying 8 items.

• A Legendre spectral element method on a large spatial domain to solve the predator-prey system modeling interacting populations (Q350413) (← links)
• A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
• Spectral element method for parabolic initial value problem with non-smooth data: analysis and application (Q1691404) (← links)
• A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
• A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
• Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) (← links)
• A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations (Q5178137) (← links)
• Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)