Pages that link to "Item:Q2748866"

The following pages link to A finite volume approach for contingent claims valuation (Q2748866):

Displaying 29 items.

• Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
• Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
• Pricing real estate index options by compactly supported radial-polynomial basis point interpolation (Q679600) (← links)
• Computational approaches to solving equations arising from wound healing (Q841793) (← links)
• Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
• Pricing European and American options by radial basis point interpolation (Q903013) (← links)
• Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
• Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
• Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
• Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
• Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
• A penalty method for American options with jump diffusion processes (Q1889909) (← links)
• How should a convertible bond be decomposed? (Q1938898) (← links)
• Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
• Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
• Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
• Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
• Stochastic control of ecological networks (Q2153745) (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
• Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
• Wireless network capacity management: a real options approach (Q2432936) (← links)
• Diamond-cell finite volume scheme for the Heston model (Q2515716) (← links)
• Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098) (← links)
• NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
• Finite volume methods for the valuation of American options (Q3428051) (← links)
• A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield (Q3430020) (← links)
• Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data (Q4680486) (← links)