Pages that link to "Item:Q941609"
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The following pages link to Exponential time integration and Chebychev discretisation schemes for fast pricing of options (Q941609):
Displayed 26 items.
- A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
- Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Exponential time integration for fast finite element solutions of some financial engineering problems (Q1002209) (← links)
- A shifted block FOM algorithm with deflated restarting for matrix exponential computations (Q1696852) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- A Laplace Transform Approach for Pricing European Options (Q2801933) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model (Q2875711) (← links)
- Shift-invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential (Q2889402) (← links)
- A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes (Q2931955) (← links)
- An inexact shift‐and‐invert Arnoldi algorithm for Toeplitz matrix exponential (Q3466267) (← links)
- A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542) (← links)
- Fast exponential time integration scheme for option pricing with jumps (Q4909730) (← links)
- A second-order efficient<i>L</i>-stable numerical method for space fractional reaction–diffusion equations (Q5026520) (← links)
- High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
- (Q5230864) (← links)
- Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models (Q5417790) (← links)
- Rational Krylov methods in exponential integrators for European option pricing (Q5502425) (← 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)
- Numerical solutions of the time‐dependent Schrödinger equation with position‐dependent effective mass (Q6066579) (← links)