Pages that link to "Item:Q2004605"
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The following pages link to Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605):
Displaying 6 items.
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
- Pointwise error estimate of an alternating direction implicit difference scheme for two-dimensional time-fractional diffusion equation (Q2234876) (← links)
- Adapted Downhill Simplex Method for Pricing Convertible Bonds (Q3608283) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Valuation of convertible bond based on uncertain fractional differential equation (Q6668718) (← links)