The following pages link to Désiré Yannick Tangman (Q387110):
Displayed 19 items.
- A hybrid ENO reconstruction with limiters for systems of hyperbolic conservation laws (Q387111) (← links)
- A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
- (Q932710) (redirect page) (← links)
- Numerical pricing of options using high-order compact finite difference schemes (Q932713) (← links)
- Exponential time integration and Chebychev discretisation schemes for fast pricing of options (Q941609) (← links)
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- Exponential time integration for fast finite element solutions of some financial engineering problems (Q1002209) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- A new fourth-order numerical scheme for option pricing under the CEV model (Q1761588) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- High-order computational methods for option valuation under multifactor models (Q2253418) (← links)
- Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
- A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK (Q2828050) (← links)
- Analysis of an Implicitly Restarted Simpler GMRES Variant of Augmented GMRES (Q3551999) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542) (← links)
- SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)