Pages that link to "Item:Q3103546"

The following pages link to A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models (Q3103546):

Displaying 35 items.

• A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
• Stability of an implicit method to evaluate option prices under local volatility with jumps (Q465116) (← links)
• Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
• Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models (Q897123) (← links)
• Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
• A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
• A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
• An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
• IMEX schemes for pricing options under jump-diffusion models (Q2250990) (← links)
• Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
• Financial options pricing with regime-switching jump-diffusions (Q2398904) (← links)
• Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
• A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
• Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
• Stochastic approximation methods for American type options (Q2807793) (← links)
• Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
• Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
• An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
• An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
• On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
• Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
• An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
• NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
• A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
• A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
• RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
• RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)