Pages that link to "Item:Q841111"
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The following pages link to Operator splitting methods for pricing American options under stochastic volatility (Q841111):
Displaying 12 items.
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
- Pricing of vanilla and first-generation exotic options in the local stochastic volatility framework: survey and new results (Q5247272) (← links)
- Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358) (← links)
- Optimal adaptation to uncertain climate change (Q6111410) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
- Second-order efficient algorithm for coupled nonlinear model of groundwater transport system (Q6542896) (← links)
- RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
- Numerical simulation on staggered grids of three-dimensional Brinkman-Forchheimer flow and heat transfer in porous media (Q6662452) (← links)
