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):
Displaying 8 items.
- A spectral element method for solving the Pennes bioheat transfer equation by using triangular and quadrilateral elements (Q345487) (← links)
- A Legendre spectral element method on a large spatial domain to solve the predator-prey system modeling interacting populations (Q350413) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Modal spectral element method in curvilinear domains (Q1743408) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
- An efficient implicit spectral element method for time-dependent nonlinear diffusion equations by evaluating integrals at one quadrature point (Q2006529) (← links)
