The following pages link to (Q3621206):
Displayed 18 items.
- Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
- Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974) (← links)
- Immersed finite element methods for 4th order differential equations (Q544234) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
- Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397) (← links)
- A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
- A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- The calibration of volatility for option pricing models with jump diffusion processes (Q4622837) (← links)
- Numerical study for European option pricing equations with non-levy jumps (Q4987125) (← links)
- Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← 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)
- Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)