Pages that link to "Item:Q5931564"
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The following pages link to Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564):
Displaying 6 items.
- Vulnerable options pricing under uncertain volatility model (Q2068116) (← links)
- Penalty and penalty-like methods for nonlinear HJB PDEs (Q2139765) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
