Pages that link to "Item:Q706545"

The following pages link to TVD, WENO and blended BDF discretizations for Asian options (Q706545):

Displaying 7 items.

• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Numerical option pricing without oscillations using flux limiters (Q2007187) (← links)
• Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
• A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
• A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
• A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)