Pages that link to "Item:Q2007189"
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The following pages link to Nonconforming least-squares spectral element method for European options (Q2007189):
Displaying 13 items.
- A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451) (← links)
- A spectral element method to price European options. I. Single asset with and without jump diffusion (Q618463) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Spectral element method for parabolic initial value problem with non-smooth data: analysis and application (Q1691404) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- Spectral element method for parabolic interface problems (Q1985559) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Spectral method and spectral element method for three dimensional linear elliptic system: analysis and application (Q2302385) (← links)
- Exponentially accurate nonconforming least-squares spectral element method for elliptic problems on unbounded domain (Q2419307) (← links)
- Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options (Q2450049) (← links)
- Legendre rational pseudospectral method for Black-Scholes equation (Q3180519) (← links)
- Multidomain Legendre-Galerkin Chebyshev collocation least squares method for one-dimensional problems with two nonhomogeneous jump conditions (Q5031757) (← links)
- Nonconforming spectral element method: a friendly introduction in one dimension and a short review in higher dimensions (Q6040749) (← links)
