Pages that link to "Item:Q706545"
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The following pages link to TVD, WENO and blended BDF discretizations for Asian options (Q706545):
Displayed 7 items.
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- Numerical option pricing without oscillations using flux limiters (Q2007187) (← links)
- Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
- High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
- A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)