Pages that link to "Item:Q1704172"
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The following pages link to Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172):
Displaying 5 items.
- Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
- Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications (Q2098012) (← links)
- Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (Q2202986) (← links)
- An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
