Pages that link to "Item:Q1272691"
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The following pages link to Front-tracking finite difference methods for the valuation of American options (Q1272691):
Displaying 15 items.
- Limitations and improvements of standard spectral methods for pricing standard options (Q531074) (← links)
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- A highly accurate linearized method for free boundary problems (Q813195) (← links)
- Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
- A `moving index' method for the solution of the American options valuation problem (Q1840903) (← links)
- Improving projected successive overrelaxation method for linear complementarity problems (Q1873163) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- (Q4920584) (← 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)
- High-accuracy finite-difference methods for the valuation of options (Q5312713) (← links)
- American option prices in a Markov chain market model (Q5414495) (← links)
- (Q5441583) (← links)
- APPROXIMATION OF THE FREE BOUNDARY OF AN AMERICAN CALL OPTION BY FINITE DIFFERENCES ON PARALLELOGRAMS (Q5740967) (← links)
