Pages that link to "Item:Q298703"

The following pages link to A hybrid finite difference scheme for pricing Asian options (Q298703):

Displaying 23 items.

• An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
• A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
• TVD, WENO and blended BDF discretizations for Asian options (Q706545) (← links)
• A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
• A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
• Valuing Asian options using the finite element method and duality techniques (Q952087) (← links)
• Pricing arithmetic Asian options under hybrid stochastic and local volatility (Q1714760) (← links)
• Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• A robust numerical technique and its analysis for computing the price of an Asian option (Q2161069) (← links)
• A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
• An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
• High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
• Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
• A fast, accurate, and simple method for pricing European-Asian and saving-Asian options (Q2484002) (← links)
• New pricing formula for arithmetic Asian options using PDE approach (Q2908355) (← links)
• Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
• A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160) (← links)
• Convergence Rates of Moving Mesh Rannacher Methods for PDEs of Asian Options Pricing (Q3180336) (← links)
• The discontinuous Galerkin method for discretely observed Asian options (Q5120892) (← links)
• Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)