Pages that link to "Item:Q1655400"
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The following pages link to Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (Q1655400):
Displaying 6 items.
- A two-grid penalty method for American options (Q1993545) (← links)
- Pseudospectral meshless radial point interpolation for generalized biharmonic equation in the presence of Cahn-Hilliard conditions (Q2185042) (← links)
- Imposing various boundary conditions on positive definite kernels (Q2279620) (← links)
- A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
- A dynamical method for optimal control of the obstacle problem (Q6171610) (← links)
- On some generalized American style derivatives (Q6537148) (← links)
