Pages that link to "Item:Q1715613"
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The following pages link to Fast and accurate calculation of American option prices (Q1715613):
Displaying 12 items.
- A highly accurate linearized method for free boundary problems (Q813195) (← links)
- A new numerical method an American option pricing (Q865981) (← links)
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- Extrapolation of difference methods in option valuation (Q1826691) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- A fast and highly accurate numerical method for the evaluation of American options. (Q2731404) (← links)
- Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium (Q3114871) (← links)
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)
