Pages that link to "Item:Q3058286"
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The following pages link to On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities (Q3058286):
Displaying 6 items.
- An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations (Q827364) (← links)
- A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
- A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
- Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area (Q2146438) (← links)
- Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (Q5252274) (← links)
- Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949) (← links)
