Pages that link to "Item:Q1780893"
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The following pages link to On multigrid for anisotropic equations and variational inequalities ``pricing multi-dimensional European and American options'' (Q1780893):
Displaying 6 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- (Q5039647) (← links)
- Efficient numerical methods for pricing American options under stochastic volatility (Q5438239) (← links)
- Sparse grid time-discontinuous Galerkin method with streamline diffusion for transport equations (Q6114175) (← links)
