Pages that link to "Item:Q841111"
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The following pages link to Operator splitting methods for pricing American options under stochastic volatility (Q841111):
Displayed 22 items.
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- The study of a fourth-order multistep ADI method applied to nonlinear delay reaction-diffusion equations (Q492930) (← links)
- Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- Stability of the modified Craig-Sneyd scheme for two-dimensional convection-diffusion equations with mixed derivative term (Q554616) (← links)
- Radial basis function partition of unity operator splitting method for pricing multi-asset American options (Q727900) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- A robust spectral method for solving Heston's model (Q2247922) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
- Accuracy improvement of a multistep splitting method for nonlinear viscous wave equations (Q2935392) (← links)
- Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477) (← links)
- ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
- AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)
- Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)