Pages that link to "Item:Q2126958"
From MaRDI portal
The following pages link to Multigrid method for pricing European options under the CGMY process (Q2126958):
Displaying 5 items.
- On multigrid for anisotropic equations and variational inequalities ``pricing multi-dimensional European and American options'' (Q1780893) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
- The Kolmogorov forward fractional partial differential equation for the CGMY-process with applications in option pricing (Q2203004) (← links)
- (Q5260264) (← links)