Pages that link to "Item:Q5411503"
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The following pages link to A high-order front-tracking finite difference method for pricing American options under jump-diffusion models (Q5411503):
Displayed 16 items.
- A fast numerical method to price American options under the Bates model (Q516683) (← 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)
- Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
- Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
- Fast exponential time integration scheme for option pricing with jumps (Q4909730) (← links)
- Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
- Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)