Pages that link to "Item:Q4541570"

The following pages link to A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570):

Displaying 19 items.

• Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
• An object-oriented framework for valuing shout options on high-performance computer architectures (Q951351) (← links)
• Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
• Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
• A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
• Computing option pricing models under transaction costs (Q980254) (← links)
• Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
• Penalty methods for American options with stochastic volatility (Q1298615) (← links)
• Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
• A penalty method for American options with jump diffusion processes (Q1889909) (← links)
• Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• Lookback option pricing under the double Heston model using a deep learning algorithm (Q2099529) (← links)
• A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
• Diamond-cell finite volume scheme for the Heston model (Q2515716) (← links)
• An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
• SIMPLIFIED HEDGE FOR PATH-DEPENDENT DERIVATIVES (Q2836214) (← links)
• (Q3119570) (← links)