Pages that link to "Item:Q1775609"
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The following pages link to Numerical valuation of options with jumps in the underlying (Q1775609):
Displaying 38 items.
- Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations (Q2633523) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
- A numerical method for option pricing under jump-diffusion process (Q2858516) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- Monte Carlo method for value of exotic options in the diffusion model with jumps (Q2896632) (← links)
- A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes (Q2931955) (← links)
- Boundary value methods with the Crank–Nicolson preconditioner for pricing options in the jump-diffusion model (Q3008377) (← links)
- Wavelet method for option pricing under the two-asset Merton jump-diffusion model (Q3384784) (← links)
- Pricing Options in Jump-Diffusion Models: An Extrapolation Approach (Q3392173) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
- On the numerical evaluation of option prices in the variance gamma model (Q3603600) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
- Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes (Q4629252) (← 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)
- Fast exponential time integration scheme for option pricing with jumps (Q4909730) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
- An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
- An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
- A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
- (Q5230864) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- On American Options Under the Variance Gamma Process (Q5297932) (← links)
- Tri-Diagonal Preconditioner for Toeplitz Systems from Finance (Q5406883) (← links)
- NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← 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)
- Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
- Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes (Q6088441) (← links)
- Numerical valuation of European and American options under Merton's model (Q6099987) (← links)
- Efficient linear schemes for the nonlocal Cahn-Hilliard equation of phase field models (Q6159536) (← 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)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
