Pages that link to "Item:Q3447192"
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The following pages link to Financial Applications of Symbolically Generated Compact Finite Difference Formulae (Q3447192):
Displaying 12 items.
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- Convergence of the compact finite difference method for second-order elliptic equations (Q858814) (← links)
- Numerical pricing of options using high-order compact finite difference schemes (Q932713) (← links)
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme. (Q1399766) (← links)
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
- Highly accurate compact mixed methods for two point boundary value problems (Q2372018) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- A simple equation solver and its application to financial modelling (Q3339284) (← links)
- Mini-symposium on automatic differentiation and its applications in the financial industry (Q4606420) (← links)