Pages that link to "Item:Q907564"
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The following pages link to On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564):
Displaying 5 items.
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- A preconditioned general two-step modulus-based accelerated overrelaxation iteration method for nonlinear complementarity problems (Q2070153) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- A preconditioned general two-step modulus-based matrix splitting iteration method for linear complementarity problems of \(H_+\)-matrices (Q2334811) (← links)
- Convergence of accelerated modulus-based matrix splitting iteration methods for linear complementarity problem with an \(H_+\)-matrix (Q2511204) (← links)
