Pages that link to "Item:Q2570098"
From MaRDI portal
The following pages link to Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098):
Displaying 12 items.
- An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- Efficient BEM-based algorithm for pricing floating strike Asian barrier options (with MATLAB\(^\circledR\) code) (Q2305853) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
- On a degenerate parabolic equation arising in pricing of Asian options (Q2518299) (← links)
- A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
- IMEX Methods for Pricing Fixed Strike Asian Options with Jump-Diffusion Models (Q5205236) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
- BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options (Q6553601) (← links)
- Approximation of single-barrier options partial differential equations using feed-forward neural network (Q6580765) (← links)
