Pages that link to "Item:Q1998136"
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The following pages link to Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136):
Displaying 9 items.
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- A new approach for pricing discounted American options (Q2656825) (← 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)
- Pricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements (Q6274993) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
- European option pricing under the log mean-reverting jump diffusion stochastic volatility model (Q6654087) (← links)
