Pages that link to "Item:Q507854"

The following pages link to Fast numerical valuation of options with jump under Merton's model (Q507854):

Displaying 18 items.

• A high-order finite difference method for option valuation (Q1705003) (← links)
• Hermite-Hadamard inequalities for harmonic \((s, m)\)-convex functions (Q2004097) (← links)
• Association of Jensen's inequality for \(s\)-convex function with Csiszár divergence (Q2067907) (← links)
• A note on generalized convex functions (Q2068081) (← links)
• Hermite-Hadamard type inequalities for co-ordinated convex and qausi-convex functions and their applications (Q2068118) (← links)
• New Hermite-Hadamard type inequalities for \(n\)-polynomial harmonically convex functions (Q2069423) (← links)
• A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
• Some new inequalities involving \(\kappa \)-fractional integral for certain classes of functions and their applications (Q2179423) (← links)
• New estimates of \(q_1 q_2\)-Ostrowski-type inequalities within a class of \(n\)-polynomial prevexity of functions (Q2198783) (← links)
• On new modifications governed by quantum Hahn's integral operator pertaining to fractional calculus (Q2198793) (← links)
• Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (Q2202986) (← links)
• Sharp one-parameter geometric and quadratic means bounds for the Sándor-Yang means (Q2293106) (← links)
• Petrović-type inequalities for harmonic \(h\)-convex functions (Q2305174) (← links)
• Some new Hermite-Hadamard-type inequalities associated with conformable fractional integrals and their applications (Q2310453) (← links)
• Inequalities for generalized trigonometric and hyperbolic functions with one parameter (Q5109743) (← links)
• Sharp rational bounds for the gamma function (Q5139877) (← links)
• An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
• Sharp bounds for Sándor-Yang means in terms of one-parameter family of bivariate means (Q5217477) (← links)