Pages that link to "Item:Q442737"
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The following pages link to High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737):
Displaying 5 items.
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
