Pages that link to "Item:Q651445"
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The following pages link to A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445):
Displayed 23 items.
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A new analytical approximation for European puts with stochastic volatility (Q972953) (← links)
- Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332) (← links)
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
- A new integral equation formulation for American put options (Q4554433) (← links)
- Pricing American call options under a hard-to-borrow stock model (Q4575290) (← links)
- Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
- A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)