Pages that link to "Item:Q2666189"
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The following pages link to A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189):
Displaying 3 items.
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
