Pages that link to "Item:Q364443"
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The following pages link to An alternating-direction implicit difference scheme for pricing Asian options (Q364443):
Displaying 12 items.
- A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
- A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
- Two efficient parameterized boundaries for Večeř's Asian option pricing PDE (Q692704) (← links)
- TVD, WENO and blended BDF discretizations for Asian options (Q706545) (← links)
- A numerical study of Asian option with high-order compact finite difference scheme (Q721576) (← links)
- A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
- A numerical study of Asian option with radial basis functions based finite differences method (Q1653560) (← links)
- Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
- DG method for the numerical pricing of two-asset European-style Asian options with fixed strike. (Q1745989) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- (Q2934454) (← links)
- Convergence Rates of Moving Mesh Rannacher Methods for PDEs of Asian Options Pricing (Q3180336) (← links)
