Pages that link to "Item:Q2804496"

The following pages link to BENCHOP – The BENCHmarking project in option pricing (Q2804496):

Displaying 41 items.

• BENCHOP (Q26763) (← links)
• Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900) (← links)
• A Gaussian radial basis function-finite difference technique to simulate the HCIR equation (Q1631428) (← links)
• Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)
• Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
• Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
• Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
• An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
• Inverse multi-quadric RBF for computing the weights of FD method: application to American options (Q2207970) (← links)
• Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
• A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
• Valuation of electricity storage contracts using the COS method (Q2245038) (← links)
• A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
• Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
• Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options (Q2397063) (← links)
• Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
• Preconditioning for radial basis function partition of unity methods (Q2629254) (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
• Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
• Singular Fourier–Padé series expansion of European option prices (Q4554487) (← links)
• A Least Squares Radial Basis Function Partition of Unity Method for Solving PDEs (Q4594177) (← links)
• Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
• A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
• The COS method for option valuation under the SABR dynamics (Q4641563) (← links)
• A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
• Speed-up credit exposure calculations for pricing and risk management (Q4991089) (← links)
• Speed and biases of Fourier-based pricing choices: a numerical analysis (Q5028604) (← links)
• Isogeometric analysis in option pricing (Q5031706) (← links)
• BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems (Q5031725) (← links)
• DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD (Q5070768) (← links)
• Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series (Q5139233) (← links)
• An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
• Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
• NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS (Q5376999) (← links)
• Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)
• VOLATILITY SMILE INTERPOLATION WITH RADIAL BASIS FUNCTIONS (Q5878692) (← links)
• An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
• On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (Q6090285) (← links)
• On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs (Q6104881) (← links)
• Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
• Convergence of the two point flux approximation method and the fitted two point flux approximation method for options pricing with local volatility function (Q6604201) (← links)