Pages that link to "Item:Q2015694"
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The following pages link to Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694):
Displayed 4 items.
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)