Pages that link to "Item:Q2074881"
From MaRDI portal
The following pages link to A quick operator splitting method for option pricing (Q2074881):
Displaying 9 items.
- Operator splitting kernel based numerical method for a generalized Leland's model (Q457738) (← links)
- Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
- Operator splitting methods for American option pricing. (Q1767129) (← links)
- A comparison study of ADI and operator splitting methods on option pricing models (Q1946200) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
- An operator splitting method for pricing the ELS option (Q2884851) (← links)
- (Q3526616) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)