Pages that link to "Item:Q3375382"
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The following pages link to Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382):
Displaying 46 items.
- Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
- A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
- Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme (Q488213) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- A posteriori error analysis for a class of integral equations and variational inequalities (Q707582) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Wavelet solution of variable order pseudodifferential equations (Q987714) (← links)
- RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
- Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- Multigrid method for pricing European options under the CGMY process (Q2126958) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
- Convergence analysis of finite element method for a parabolic obstacle problem (Q2424925) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
- An Euler-Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
- Classification of Lévy processes with parabolic Kolmogorov backward equations (Q2821763) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
- An approach for solving perpetual optimal stopping problems driven by Lévy processes (Q3429349) (← links)
- Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces (Q3551497) (← links)
- On the numerical evaluation of option prices in the variance gamma model (Q3603600) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- A Radial Basis Function Scheme for Option Pricing in Exponential Lévy Models (Q4586030) (← links)
- Variational Solutions of the Pricing PIDEs for European Options in Lévy Models (Q4586315) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)
- Lévy modeled GMWB: Pricing with wavelets (Q5083992) (← links)
- Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)
- An SFP–FCC method for pricing and hedging early-exercise options under Lévy processes (Q5139234) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
- ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS (Q5386671) (← links)
- Weighted Sobolev regularity and rate of approximation of the obstacle problem for the integral fractional Laplacian (Q6587755) (← links)
