Pages that link to "Item:Q2804502"
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The following pages link to A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502):
Displaying 7 items.
- Moving mesh methods for pricing Asian options with regime switching (Q908388) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- Meshless analysis of two-dimensional two-sided space-fractional wave equation based on improved moving least-squares approximation (Q4641568) (← links)
- Efficient willow tree method for Asian option pricing under Merton jump-diffusion model (Q5196964) (← links)
