Pages that link to "Item:Q2253418"
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The following pages link to High-order computational methods for option valuation under multifactor models (Q2253418):
Displaying 24 items.
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models (Q2279852) (← links)
- Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method (Q3112716) (← links)
- 2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models (Q4562628) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- Efficient and accurate finite difference method for the four underlying asset ELS (Q5039647) (← links)
- LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS (Q5158754) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- High-accuracy finite-difference methods for the valuation of options (Q5312713) (← links)
- A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)
- A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
