Pages that link to "Item:Q385437"
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The following pages link to A fast stationary iterative method for a partial integro-differential equation in pricing options (Q385437):
Displaying 10 items.
- Fast and efficient numerical methods for an extended Black-Scholes model (Q316536) (← links)
- Tri-diagonal preconditioner for pricing options (Q442720) (← links)
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
- Circulant type matrices with the sum and product of Fibonacci and Lucas numbers (Q1723957) (← links)
- Explicit determinants of the RFP\(r\)L\(r\)R circulant and RLP\(r\)F\(r\)L circulant matrices involving some famous numbers (Q1724665) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing (Q4985239) (← links)
- (Q5033284) (← links)
