Pages that link to "Item:Q2015262"
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The following pages link to Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262):
Displaying 9 items.
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
- A quick operator splitting method for option pricing (Q2074881) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
