Pages that link to "Item:Q465116"
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The following pages link to Stability of an implicit method to evaluate option prices under local volatility with jumps (Q465116):
Displaying 6 items.
- Estimation and prediction under local volatility jump-diffusion model (Q2148668) (← links)
- Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114) (← links)
- High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
- High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)
