Pages that link to "Item:Q2924754"
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The following pages link to Spectral methods for the Black-Scholes model of American options valuation (Q2924754):
Displaying 13 items.
- Limitations and improvements of standard spectral methods for pricing standard options (Q531074) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- The method of fundamental solutions for solving options pricing models (Q945379) (← links)
- Numerical solution of a non-classical two-phase Stefan problem via radial basis function (RBF) collocation methods (Q1655199) (← links)
- Semismooth Newton methods with domain decomposition for American options (Q1747290) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
- Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
- On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794) (← links)
- A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds (Q4985195) (← links)
- An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
