Pages that link to "Item:Q5320702"

The following pages link to A Front-Fixing Finite Element Method for the Valuation of American Options (Q5320702):

Displaying 22 items.

• A numerical analysis of American options with regime switching (Q618604) (← links)
• Numerical solution of a non-classical two-phase Stefan problem via radial basis function (RBF) collocation methods (Q1655199) (← links)
• Fast and accurate calculation of American option prices (Q1715613) (← links)
• Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
• Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
• On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
• A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
• An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
• An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
• Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
• Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference (Q2696739) (← links)
• On boundary immobilization for one-dimensional Stefan-type problems with a moving boundary having initially parabolic-logarithmic behaviour (Q2700447) (← links)
• A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation (Q3448354) (← links)
• A front-fixing finite element method for the valuation of American options with regime switching (Q4903537) (← links)
• Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
• An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
• Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951) (← links)
• Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
• Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
• Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
• Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)