Pages that link to "Item:Q4900837"
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The following pages link to A Projected Algebraic Multigrid Method for Linear Complementarity Problems (Q4900837):
Displayed 4 items.
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)