Pages that link to "Item:Q2297071"
From MaRDI portal
The following pages link to Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071):
Displayed 9 items.
- Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models (Q2118964) (← links)
- A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Numerical algorithm based on extended barycentric Lagrange interpolant for two dimensional integro-differential equations (Q2242110) (← links)
- Multistep Runge-Kutta methods for Volterra integro-differential equations (Q6073180) (← links)
- <i>L</i><sup>∞</sup>-norm convergence rates of an IMEX scheme for solving a partial integro-differential equation system arising from regime-switching jump-diffusion Asian option pricing (Q6106750) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← 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)
- Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing (Q6200827) (← links)