Pages that link to "Item:Q1684772"
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The following pages link to Optimal exercise boundary via intermediate function with jump risk (Q1684772):
Displaying 2 items.
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
