Pages that link to "Item:Q2706366"

The following pages link to Far field boundary conditions for Black-Scholes equations (Q2706366):

Displaying 50 items.

• A penalty method for American options with jump diffusion processes (Q1889909) (← links)
• A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing (Q1930396) (← links)
• Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
• A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
• Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
• Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
• A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
• Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
• A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
• Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
• Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
• Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
• Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
• An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
• A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
• A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
• Spectral element methods a priori and a posteriori error estimates for penalized unilateral obstacle problem (Q2219641) (← links)
• An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
• Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs) (Q2243196) (← links)
• A robust spline collocation method for pricing American put options (Q2296452) (← links)
• A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
• Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
• High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
• Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
• Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
• Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
• On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
• Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
• Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271) (← links)
• High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
• Multi-factor financial derivatives on finite domains (Q2583443) (← links)
• A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing (Q2662604) (← links)
• A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
• Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
• A robust consumption model when the intensity of technological progress is ambiguous (Q2690070) (← links)
• Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
• NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
• Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
• A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (Q3527432) (← links)
• Determination of a source term in a partial differential equation arising in finance (Q3634317) (← links)
• (Q3639850) (← links)
• Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
• 2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models (Q4562628) (← links)
• Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012) (← links)
• High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
• A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
• A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
• Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
• Artificial Boundary Method for European Pricing Option Problem (Q4986626) (← links)