The following pages link to Tools for computational finance. (Q5895545):
Displaying 17 items.
- A direct LU solver for pricing American bond options under Hull-White model (Q313650) (← links)
- DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
- An options pricing approach to ramping rate restrictions at hydro power plants (Q1656523) (← links)
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
- Building recombining trinomial trees for time-homogeneous diffusion processes (Q2279897) (← links)
- Valuation of American passport option using a three-time level scheme (Q2322412) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- Barrier option pricing under the 2-hypergeometric stochastic volatility model (Q2406299) (← links)
- An introduction to multilevel Monte Carlo for option valuation (Q2804491) (← links)
- A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
- Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations (Q5037569) (← links)
- An analytical approximation method for pricing barrier options under the double Heston model (Q5077926) (← links)
- Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables (Q5862903) (← links)
- An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems (Q6632418) (← links)
