Pages that link to "Item:Q952085"
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The following pages link to Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (Q952085):
Displaying 6 items.
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
