Pages that link to "Item:Q2875711"

The following pages link to Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711):

Displaying 17 items.

• Contour integral method for European options with jumps (Q391441) (← links)
• Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
• An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
• Option pricing in jump diffusion models with quadratic spline collocation (Q671091) (← links)
• RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
• A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
• A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
• An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
• A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
• A robust spectral method for solving Heston's model (Q2247922) (← links)
• Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
• Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options (Q2450049) (← links)
• Robust numerical methods for contingent claims under jump diffusion processes (Q4659906) (← links)
• An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
• On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
• Numerical valuation of European and American options under Merton's model (Q6099987) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)