Pages that link to "Item:Q730511"
From MaRDI portal
The following pages link to Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511):
Displaying 12 items.
- An upwind local radial basis functions-differential quadrature (RBF-DQ) method with proper orthogonal decomposition (POD) approach for solving compressible Euler equation (Q1658817) (← links)
- An explicit spectral collocation method for the linearized Korteweg-de Vries equation on unbounded domain (Q1690910) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- Legendre wavelet based numerical solution of variable latent heat moving boundary problem (Q1998204) (← links)
- Boundary shape function iterative method for nonlinear second-order boundary value problems with nonlinear boundary conditions (Q2076789) (← links)
- The dynamics of a spatial economic model with bounded population growth (Q2232697) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
- A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)