The following pages link to (Q3526616):
Displaying 6 items.
- Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
- The evaluation of compound options based on RBF approximation methods (Q1654739) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)