Pages that link to "Item:Q2660110"
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The following pages link to An iterative splitting method for pricing European options under the Heston model (Q2660110):
Displaying 6 items.
- A quick operator splitting method for option pricing (Q2074881) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- Iterative speedup by utilizing symmetric data in pricing options with two risky assets (Q2415032) (← links)
- Artificial Boundary Method for European Pricing Option Problem (Q4986626) (← links)
- Invariant solutions of the Heston model for European option with dividend yield (Q6172072) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)