Pages that link to "Item:Q2905430"
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The following pages link to On the Stability of a Compact Finite Difference Scheme for Option Pricing (Q2905430):
Displaying 7 items.
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Compact finite difference method for American option pricing (Q2370586) (← links)
- High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
- High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions (Q2945680) (← links)
- On the acceleration of explicit finite difference methods for option pricing (Q5300443) (← links)