Pages that link to "Item:Q898993"
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The following pages link to Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993):
Displayed 6 items.
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- 2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models (Q4562628) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)