Pages that link to "Item:Q2859724"
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The following pages link to Two kinds of finite difference schemes of pricing for American put options (Q2859724):
Displaying 7 items.
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- Extrapolation of difference methods in option valuation (Q1826691) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
- (Q5257277) (← links)