Pages that link to "Item:Q2302378"
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The following pages link to Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378):
Displaying 8 items.
- Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
- Operator splitting methods for American option pricing. (Q1767129) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
- An implicit scheme for American put options (Q6057151) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
