Pages that link to "Item:Q5444244"
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The following pages link to Accurate Evaluation of European and American Options Under the CGMY Process (Q5444244):
Displayed 14 items.
- Water wave propagation in unbounded domains. II: Numerical methods for fractional PDEs (Q349476) (← links)
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- A posteriori error analysis for a class of integral equations and variational inequalities (Q707582) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- Optimal exercise boundary via intermediate function with jump risk (Q1684772) (← links)
- Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)