Pages that link to "Item:Q5320693"

The following pages link to Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model (Q5320693):

Displaying 45 items.

• A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
• Option pricing with a direct adaptive sparse grid approach (Q432809) (← links)
• Stability of an implicit method to evaluate option prices under local volatility with jumps (Q465116) (← links)
• Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
• Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← links)
• An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models (Q897123) (← links)
• Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
• Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
• RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
• Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
• A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
• Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
• A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
• Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
• Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
• A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
• An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
• IMEX schemes for pricing options under jump-diffusion models (Q2250990) (← links)
• Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
• Comparison of implicit-explicit and Newton linearized variable two-step BDF methods for semilinear parabolic equations (Q2685296) (← links)
• A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes (Q2931955) (← links)
• American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
• Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
• Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model (Q4626533) (← links)
• Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
• Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
• An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
• Modeling and Computation of CO₂Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
• An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
• A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
• On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
• An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
• Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)
• NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
• A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
• A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
• RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
• Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
• Corporate debt value under transition scenario uncertainty (Q6667575) (← links)