The following pages link to Tools for computational finance. (Q5907005):
Displaying 18 items.
- Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
- Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091) (← links)
- Pricing American options using a space-time adaptive finite difference method (Q982922) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
- Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
- High-Order Compact Finite Difference Method for Black–Scholes PDE (Q2801927) (← links)
- A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (Q3527432) (← links)
- Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- Calibration to American options: numerical investigation of the de-Americanization method (Q4554482) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
- A highly accurate adaptive finite difference solver for the Black–Scholes equation (Q5850760) (← links)
- The variance gamma++ process and applications to energy markets (Q6580711) (← links)