Pages that link to "Item:Q618530"
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The following pages link to A spectral element approximation to price European options with one asset and stochastic volatility (Q618530):
Displayed 7 items.
- High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
- Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) (← links)
- On the Stability of a Compact Finite Difference Scheme for Option Pricing (Q2905430) (← links)
- A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations (Q5178137) (← links)
