Pages that link to "Item:Q1722182"
From MaRDI portal
The following pages link to Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182):
Displaying 14 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model (Q313654) (← links)
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions (Q1655357) (← links)
- A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- 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)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- On boundary immobilization for one-dimensional Stefan-type problems with a moving boundary having initially parabolic-logarithmic behaviour (Q2700447) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- (Q4994283) (← links)
