Pages that link to "Item:Q1767129"

The following pages link to Operator splitting methods for American option pricing. (Q1767129):

Displaying 44 items.

• An iterative splitting approach for linear integro-differential equations (Q2339276) (← links)
• Financial options pricing with regime-switching jump-diffusions (Q2398904) (← links)
• Local RBF method for multi-dimensional partial differential equations (Q2406271) (← links)
• Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
• Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523) (← links)
• A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
• A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
• Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
• BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
• Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
• An operator splitting method for pricing the ELS option (Q2884851) (← links)
• Accuracy improvement of a multistep splitting method for nonlinear viscous wave equations (Q2935392) (← links)
• (Q3526616) (← links)
• THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
• Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
• ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
• Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
• A new radial basis functions method for pricing American options under Merton's jump-diffusion model (Q4903542) (← links)
• Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114) (← links)
• Application of power series approximation techniques to valuation of European style options (Q5014193) (← links)
• Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
• An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
• Efficient and accurate finite difference method for the four underlying asset ELS (Q5039647) (← links)
• PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
• An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model (Q5157093) (← links)
• FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
• Application of the local radial basis function-based finite difference method for pricing American options (Q5266153) (← links)
• An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← 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)
• An implicit scheme for American put options (Q6057151) (← links)
• Optimal adaptation to uncertain climate change (Q6111410) (← links)
• High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
• RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
• Correlation between the formation of new competing group and spatial scale for biodiversity in the evolutionary dynamics of cyclic competition (Q6567565) (← links)
• Real option pricing under the regime-switching model with jumps on a finite time horizon (Q6569140) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
• An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
• RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
• The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)