Pages that link to "Item:Q1946200"

The following pages link to A comparison study of ADI and operator splitting methods on option pricing models (Q1946200):

Displaying 22 items.

• The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
• A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
• A regime-switching model with the volatility smile for two-asset European options (Q462338) (← links)
• A second-order operator splitting Fourier spectral method for fractional-in-space reaction-diffusion equations (Q679603) (← links)
• A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
• A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
• Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
• Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
• Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
• Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
• A new conservative Swift-Hohenberg equation and its mass conservative method (Q2309282) (← links)
• Iterative speedup by utilizing symmetric data in pricing options with two risky assets (Q2415032) (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
• A case study on pricing foreign exchange options using the modified Craig–Sneyd ADI scheme (Q5030646) (← links)
• An integration preconditioning method for solving option pricing problems (Q5031225) (← links)
• A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315) (← links)
• Efficient and accurate finite difference method for the four underlying asset ELS (Q5039647) (← links)
• FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES (Q5149909) (← links)
• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
• Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
• A fourth-order finite difference method for the Allen-Cahn equation (Q6591544) (← links)
• An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems (Q6632418) (← links)