Pages that link to "Item:Q2006602"
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The following pages link to A new efficient numerical method for solving American option under regime switching model (Q2006602):
Displaying 23 items.
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- A numerical analysis of American options with regime switching (Q618604) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method (Q4986613) (← links)
- (Q5033284) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
- Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
- A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
- Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
- A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis (Q6590205) (← links)
- Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
- A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
