Pages that link to "Item:Q2516793"
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The following pages link to Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793):
Displaying 11 items.
- Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974) (← links)
- A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529) (← links)
- An inverse problem arisen in the zero-coupon bond pricing (Q974534) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
- A central finite volume scheme for bond pricing problems (Q2823156) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- (Q5868467) (← links)
- High order hybrid asymptotic augmented finite volume methods for nonlinear degenerate wave equations (Q6126593) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- Energy-preserving hybrid asymptotic augmented finite volume methods for nonlinear degenerate wave equations (Q6537076) (← links)
