Pages that link to "Item:Q315621"

The following pages link to An inverse finite element method for pricing American options (Q315621):

Displaying 11 items.

• Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
• A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
• A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
• An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
• A new integral equation formulation for American put options (Q4554433) (← links)
• An integration preconditioning method for solving option pricing problems (Q5031225) (← links)
• The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)