Pages that link to "Item:Q1030664"
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The following pages link to A computational scheme for uncertain volatility model in option pricing (Q1030664):
Displaying 21 items.
- Regularization for the inverse problem of finding the purely time-dependent volatility (Q331596) (← links)
- Pricing American bond options using a penalty method (Q445080) (← links)
- A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- An efficient Monte Carlo simulation for new uncertain Heston-CIR hybrid model (Q2100206) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
- A convergent difference scheme for a class of partial integro-differential equations modeling pricing under uncertainty (Q2796853) (← links)
- Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501) (← links)
- Coordination mechanism combining supply chain optimization and rule in exchange (Q2868186) (← links)
- The COS Method for Pricing Options Under Uncertain Volatility (Q2920954) (← links)
- On the Fourier cosine series expansion method for stochastic control problems (Q2931526) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- (Q2984384) (← links)
- Finite volume method of option pricing model under uncertain volatility (Q3306598) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- Calibration of the purely T-dependent Black–Scholes implied volatility (Q5417875) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- Pricing European call options with interval-valued volatility and interest rate (Q6585537) (← links)
