Pages that link to "Item:Q2450049"
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The following pages link to Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options (Q2450049):
Displaying 8 items.
- Predictor-corrector balance method for the worst-case 1D option pricing (Q901423) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
- A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504) (← links)
- Arbitrary high-order unconditionally stable methods for reaction-diffusion equations with inhomogeneous boundary condition via deferred correction (Q6157122) (← links)
