The following pages link to Tools for computational finance (Q5901423):
Displaying 22 items.
- Weakly chained diagonally dominant \(B\)-matrices and error bounds for linear complementarity problems (Q501964) (← links)
- A general preconditioner for linear complementarity problem with an \(M\)-matrix (Q507968) (← links)
- Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← links)
- A fixed point method for the linear complementarity problem arising from American option pricing (Q519227) (← links)
- A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (Q1655400) (← links)
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- A preconditioned two-step modulus-based matrix splitting iteration method for linear complementarity problem (Q2008851) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- A modulus-based multigrid method for nonlinear complementarity problems with application to free boundary problems with nonlinear source terms (Q2242646) (← links)
- Numerical methods to quantify the model risk of basket default swaps (Q2453103) (← links)
- An analytical formula for pricing \(m\)-th to default swaps (Q2511144) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
- AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
