Pages that link to "Item:Q1770204"
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The following pages link to Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204):
Displaying 10 items.
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- A boundary element approach to barrier option pricing in Black–Scholes framework (Q2804924) (← links)
- (Q3456453) (← links)
- Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257) (← links)
- The discontinuous Galerkin method for discretely observed Asian options (Q5120892) (← links)
- A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (Q5372346) (← links)
- Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) (Q6164526) (← links)
