Pages that link to "Item:Q2841332"

The following pages link to PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332):

Displayed 2 items.

• Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) ‎ (← links)
• RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) ‎ (← links)