Pages that link to "Item:Q2855158"
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The following pages link to MODULUS-BASED SUCCESSIVE OVERRELAXATION METHOD FOR PRICING AMERICAN OPTIONS (Q2855158):
Displaying 3 items.
- A modified modulus-based multigrid method for linear complementarity problems arising from free boundary problems (Q1995940) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)
