Pages that link to "Item:Q1008786"
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The following pages link to A power penalty approach to American option pricing with jump diffusion processes (Q1008786):
Displaying 10 items.
- Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (Q465077) (← links)
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
- Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem (Q2097464) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- A power penalty method for the general traffic assignment problem with elastic demand (Q2438418) (← links)
- Pricing of power option with underlying assets following jumping diffusion process (Q2860664) (← links)
- Numerical Analysis of American Option Pricing in a Jump-Diffusion Model (Q4361790) (← links)
