Pages that link to "Item:Q2115059"
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The following pages link to Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059):
Displaying 7 items.
- A comparative study on time-efficient methods to price compound options in the Heston model (Q316625) (← links)
- Semismooth Newton methods with domain decomposition for American options (Q1747290) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Projected triangular decomposition methods for pricing American options under stochastic volatility model (Q5398776) (← links)
- On some generalized American style derivatives (Q6537148) (← links)
- Robust and accurate reconstruction of the time-dependent continuous volatility from option prices (Q6576417) (← links)
- Lattice Boltzmann method for the linear complementarity problem arising from American option pricing (Q6577172) (← links)