Pages that link to "Item:Q1951078"

The following pages link to A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078):

Displaying 9 items.

• Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
• A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing (Q1930396) (← links)
• A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
• (Q5257277) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)
• RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)