Pages that link to "Item:Q2453245"

The following pages link to Finite difference scheme with a moving mesh for pricing Asian options (Q2453245):

Displaying 12 items.

• A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
• An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
• Moving mesh methods for pricing Asian options with regime switching (Q908388) (← links)
• Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
• A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069) (← links)
• A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
• An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
• A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
• IMEX Methods for Pricing Fixed Strike Asian Options with Jump-Diffusion Models (Q5205236) (← links)
• (Q5213126) (← links)
• Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
• Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing (Q6200827) (← links)