Pages that link to "Item:Q2706366"
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The following pages link to Far field boundary conditions for Black-Scholes equations (Q2706366):
Displaying 18 items.
- (Q4994283) (← links)
- An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
- Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
- An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
- Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- American option pricing problem transformed on finite interval (Q5739583) (← links)
- (Q5862234) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- Extracting a function encoded in amplitudes of a quantum state by tensor network and orthogonal function expansion (Q6098312) (← links)
- A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing (Q6133000) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
- Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
- Adaptive implicit finite difference for American options (Q6665204) (← links)
