Pages that link to "Item:Q3058286"

The following pages link to On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities (Q3058286):

Displaying 14 items.

• An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations (Q827364) (← links)
• Convergence analysis of the discrete duality finite volume scheme for the regularised Heston model (Q830058) (← links)
• A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
• A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
• Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area (Q2146438) (← links)
• An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
• A fitted finite volume method for the valuation of options on assets with stochastic volatilities (Q2494013) (← links)
• Fitted finite volume method for pricing CO₂futures option based on the underlying with non-log-normal distribution (Q2804500) (← links)
• Finite volume method of option pricing model under uncertain volatility (Q3306598) (← links)
• A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation (Q3448354) (← links)
• Convergence rates results for recovering the volatility term structure including at-the-money options (Q5191062) (← links)
• Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (Q5252274) (← links)
• Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949) (← links)
• Positive Splitting Method for the Hull & White 2D Black-Scholes Equation (Q6243015) (← links)