Pages that link to "Item:Q2004615"

The following pages link to PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution (Q2004615):

Displaying 9 items.

• A fully non-linear PDE problem from pricing CDS with counterparty risk (Q449295) (← links)
• PDE models and numerical methods for total value adjustment in European and American options with counterparty risk (Q1738076) (← links)
• Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
• Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation (Q2334884) (← links)
• Mathematical analysis of a nonlinear PDE model for European options with counterparty risk (Q2418694) (← links)
• A Monte Carlo approach to American options pricing including counterparty risk (Q5031705) (← links)
• PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (Q6119768) (← links)
• Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework (Q6183818) (← links)
• Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk (Q6625108) (← links)