Pages that link to "Item:Q1999691"
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The following pages link to Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691):
Displaying 14 items.
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- (Q5868467) (← links)
- Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
- European option pricing under the log mean-reverting jump diffusion stochastic volatility model (Q6654087) (← links)
