Pages that link to "Item:Q1605207"

The following pages link to Solving finite difference schemes arising in trivariate option pricing. (Q1605207):

Displaying 8 items.

• The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
• The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method (Q1043352) (← links)
• Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (Q1342435) (← links)
• A new kind of parallel finite difference method for the quanto option pricing model (Q1622737) (← links)
• Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
• Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
• An improved product type oscillation test for partial difference equations (Q2661024) (← links)
• A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315) (← links)