Pages that link to "Item:Q618451"
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The following pages link to A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451):
Displaying 4 items.
- A Legendre spectral element method on a large spatial domain to solve the predator-prey system modeling interacting populations (Q350413) (← links)
- A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
- A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations (Q5178137) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
