Pages that link to "Item:Q1982765"

The following pages link to High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models (Q1982765):

Displaying 8 items.

• High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
• On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
• High-order ADI scheme for option pricing in stochastic volatility models (Q2406630) (← links)
• Efficient hedging in Bates model using high-order compact finite differences (Q2417141) (← links)
• High-order compact finite difference scheme for option pricing in stochastic volatility jump models (Q2423603) (← links)
• Asymptotic high-order schemes for integro-differential problems arising in markets with jumps (Q2496604) (← links)
• High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
• (Q5260516) (← links)