Pages that link to "Item:Q3176046"
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The following pages link to Finite Element and Discontinuous Galerkin Methods with Perfect Matched Layers for American Options (Q3176046):
Displaying 15 items.
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
- Standard Galerkin formulation with high order Lagrange finite elements for option markets pricing (Q2470180) (← links)
- Novel numerical techniques based on mimetic finite difference method for pricing two dimensional options (Q2668184) (← links)
- Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference (Q2696739) (← links)
- (Q3131833) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- (Q4905484) (← links)
- The discontinuous Galerkin method for discretely observed Asian options (Q5120892) (← links)
- A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (Q5372346) (← links)
