Pages that link to "Item:Q4787269"
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The following pages link to Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB (Q4787269):
Displaying 7 items.
- Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (Q1655400) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems (Q6053957) (← links)
