Pages that link to "Item:Q5438239"

The following pages link to Efficient numerical methods for pricing American options under stochastic volatility (Q5438239):

Displaying 27 items.

• (Q3562491) (← links)
• THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
• Pricing American call options under a hard-to-borrow stock model (Q4575290) (← links)
• Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
• Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
• ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
• (Q4821168) (← links)
• AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545) (← 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)
• LSV models with stochastic interest rates and correlated jumps (Q4976326) (← links)
• American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics (Q5001107) (← links)
• PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
• A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
• Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (Q5252274) (← links)
• On the acceleration of explicit finite difference methods for option pricing (Q5300443) (← links)
• A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS (Q5403254) (← links)
• Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358) (← links)
• High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility (Q6040736) (← 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)
• A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
• High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)