Pages that link to "Item:Q1294336"

The following pages link to An upwind approach for an American and European option pricing model (Q1294336):

Displaying 50 items.

• Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
• Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
• Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
• Numerical solution of an optimal investment problem with proportional transaction costs (Q415202) (← links)
• Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics (Q426548) (← links)
• A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
• A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty (Q507921) (← links)
• A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200) (← links)
• A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
• Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
• Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
• Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
• Pricing European and American options by radial basis point interpolation (Q903013) (← links)
• Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
• Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
• A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
• A Laplace transform finite difference method for the Black-Scholes equation (Q984157) (← links)
• Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
• Effects of jump-diffusion models for the house price dynamics in the pricing of fixed-rate mortgages, insurance and coinsurance (Q1732239) (← links)
• PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
• Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
• A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence (Q1769398) (← links)
• A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing (Q1930396) (← links)
• A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
• Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations (Q1989176) (← links)
• PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615) (← links)
• Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
• On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform (Q2064440) (← links)
• An efficient method for solving fractional Black-Scholes model with index and exponential decay kernels (Q2086466) (← links)
• A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities (Q2095644) (← links)
• An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
• Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs) (Q2243196) (← links)
• A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options (Q2243318) (← links)
• Deep learning for CVA computations of large portfolios of financial derivatives (Q2244169) (← links)
• Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
• Power penalty method for a linear complementarity problem arising from American option valuation (Q2370044) (← links)
• Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
• Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
• Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
• Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
• Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
• Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options (Q2668184) (← links)
• Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
• NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
• MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL (Q3087880) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)