Pages that link to "Item:Q702595"
From MaRDI portal
The following pages link to A numerical analysis of variational valuation techniques for derivative securities (Q702595):
Displaying 15 items.
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
- Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
- Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
- Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
